Results 241 to 250 of about 2,901,594 (253)

A generalized clark representation formula, with application to optimal portfolios

Stochastic and Stochastics Reports, 1991
Ioannis Karatzas
exaly  

Electricity portfolio management: Optimal peak/off-peak allocations

Energy Economics, 2009
Ronald Huisman
exaly  

Government Debt Control: Optimal Currency Portfolio and Payments

Operations Research, 2015
Abel Cadenillas
exaly  

Optimal portfolios

2000
Ralf Korn, Elke Korn
openaire   +1 more source

Optimal Portfolio

2023
openaire   +1 more source

Computing optimal rebalance frequency for log-optimal portfolios

Quantitative Finance, 2014
exaly  

Optimal portfolios with a positive lower bound on final wealth

Quantitative Finance, 2005
exaly  

Portfolio Optimization

2018
openaire   +2 more sources

Portfolio Optimization

2014
openaire   +1 more source

Portfolio Optimization

2017
openaire   +1 more source