Results 241 to 250 of about 31,021 (259)
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Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
Mathematical Finance, 2000Duan Li
exaly
Analysis of the rebalancing frequency in log-optimal portfolio selection
Quantitative Finance, 2010Daniel Kuhn, David G Luenberger
exaly
No Arbitrage and the Growth Optimal Portfolio
Stochastic Analysis and Applications, 2007Kasper Larsen
exaly
Government Debt Control: Optimal Currency Portfolio and Payments
Operations Research, 2015Abel Cadenillas
exaly
A stochastic volatility model and optimal portfolio selection
Quantitative Finance, 2013Xudong Zeng, Michael Taksar
exaly
Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
Mathematics of Operations Research, 1997Sid Browne
exaly
Dynamic value at risk under optimal and suboptimal portfolio policies
European Journal of Operational Research, 2001Gianluca Fusai, Elisa Luciano
exaly