Alexander Muermann

2001

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Alexander Muermann trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tomas Björk

Who trusts Alexander Muermann overall

  1. Roel C. A. Oomen

Papers from Alexander Muermann's perspective

Ordered by how strongly the researchers Alexander Muermann trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  2. The stochastic behaviour of commodity prices
  3. Investment and consumption without commitment
  4. MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
  5. Being serious about non-commitment: subgame perfect equilibrium in continuous time
  6. Portfolio Selection
  7. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
  8. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  9. Towards a General Theory of Good Deal Bounds
  10. On the Existence of Minimax Martingale Measures

Their papers