Results 231 to 240 of about 2,901,594 (253)
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Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility
Quantitative Finance, 2005Holger Kraft
exaly
Optimal consumption and portfolio choice with ambiguity and anticipation
Information Sciences, 2007Weiyin Fei
exaly
No Arbitrage and the Growth Optimal Portfolio
Stochastic Analysis and Applications, 2007Kasper Larsen
exaly
Analysis of the rebalancing frequency in log-optimal portfolio selection
Quantitative Finance, 2010Daniel Kuhn, David G Luenberger
exaly
Optimal Portfolio Liquidation with Distress Risk
Management Science, 2010David Brown, Miguel Sousa Lobo
exaly
Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection
European Journal of Operational Research, 2014Carole L. Bernard, Steven Vanduffel
exaly
Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation†
Mathematical Finance, 2000Duan Li
exaly
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
European Journal of Operational Research, 2016Hongwei Long
exaly