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Number of items: 5.

Hens, Thorsten; Mayer, Janos (2012). Cumulative prospect theory and mean variance analysis. A rigorous comparison. NCCR FINRISK Working Paper 792, University of Zurich.

Densing, Martin; Mayer, Janos (2012). Multiperiod stochastic optimization problems with time-consistent risk constraints. In: Klatte, Diethard; L├╝thi, Hans-Jakob; Schmedders, Karl. Operations Research Proceedings 20122. Berlin Heidelberg: Springer, 521-526.

De Giorgi, Enrico; Hens, Thorsten; Mayer, Janos (2011). A note on reward-risk portfolio selection and two-fund separation. Finance Research Letters, 8(2):52-58.

Mayer, Janos; Kall, Peter (2011). Stochastic Linear Programming. Models, theory, and computation. New York, USA: Springer.

Hens, Thorsten; Mayer, Janos; Pilgrim, Beate (2004). Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets. Working paper series / Institute for Empirical Research in Economics No. 188, University of Zurich.

This list was generated on Sat Aug 18 05:33:00 2018 CEST.