( en | de | ru )

 

Disambiguation of "Hernández-Hernández, Daniel"

Author of the publication

copydeleteadd this publication to your clipboard
Portfolio management under drawdown constraint in discrete-time financial markets.

, and . J. Appl. Probab., 60 (1): 127-147 (March 2023)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Daniel Hernández

Héctor Hernández

Stephanie Hernández

Anja Hernández

Onésimo Hernández

 

Other publications of authors with the same name

Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients., and . SIAM J. Control. Optim., 44 (4): 1322-1344 (2005)Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management., , and . Math. Methods Oper. Res., 50 (2): 167-188 (1999)A characterization of exponential functionals in finite Markov chains., and . Math. Methods Oper. Res., 60 (3): 399-414 (2004)A control approach to robust utility maximization with logarithmic utility and time-consistent penalties, and . Stochastic Processes and their Applications, 117 (8): 980--1000 (August 2007)Characterization of the Value Process in Robust Efficient Hedging., and . J. Optimization Theory and Applications, 161 (1): 56-75 (2014)Local Poisson equations associated with the Varadhan functional., and . Asymptot. Anal., 96 (1): 23-50 (2016)Portfolio management under drawdown constraint in discrete-time financial markets., and . J. Appl. Probab., 60 (1): 127-147 (March 2023)Optimal Consumption-Investment Problems in Incomplete Markets with Random Coefficients., and . CDC/ECC, page 6650-6655. IEEE, (2005)Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space: An alternative approach., and . Math. Methods Oper. Res., 56 (3): 473-479 (2003)Optimality of Refraction Strategies for Spectrally Negative Lévy Processes., , and . SIAM J. Control. Optim., 54 (3): 1126-1156 (2016)