| |
| 2007 | ||
|---|---|---|
| 5 | EE | Markus Hahn, Wolfgang Putschögl, Jörn Sass: Optimizing Consumption and Investment: The Case of Partial Information. OR 2007: 57-62 |
| 2006 | ||
| 4 | EE | Markus Hahn, Wolfgang Putschögl, Jörn Sass: Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods. OR 2006: 227-232 |
| 3 | EE | Karl Kunisch, Jörn Sass: Trading Regions Under Proportional Transaction Costs. OR 2006: 563-568 |
| 2 | EE | Ralf Wunderlich, Jörn Sass, Abdelali Gabih: Optimal Portfolios Under Bounded Shortfall Risk and Partial Information. OR 2006: 581-586 |
| 2005 | ||
| 1 | EE | Jörn Sass: Portfolio Optimization Under Partial Information and Convex Constraints in a Hidden Markov Model. OR 2005: 223-228 |
| 1 | Abdelali Gabih | [2] |
| 2 | Markus Hahn | [4] [5] |
| 3 | Karl Kunisch | [3] |
| 4 | Wolfgang Putschögl | [4] [5] |
| 5 | Ralf Wunderlich | [2] |