Results 241 to 250 of about 35,219 (260)
Some of the next articles are maybe not open access.

Optimal Portfolio Liquidation with Distress Risk

Management Science, 2010
David Brown, Miguel Sousa Lobo
exaly  

Optimal portfolio execution problem with stochastic price impact

Automatica, 2020
Chi Chung Siu, Guiyuan Ma, Song-Ping Zhu
exaly  

A stochastic volatility model and optimal portfolio selection

Quantitative Finance, 2013
Xudong Zeng, Michael Taksar
exaly  

Government Debt Control: Optimal Currency Portfolio and Payments

Operations Research, 2015
Abel Cadenillas
exaly  

Optimal portfolio, partial information and Malliavin calculus

Stochastics, 2009
Bernt Øksendal, Giulia Di Nunno
exaly  

Portfolio Optimization

2012
Hitoshi Iba, Claus C. Aranha
openaire   +2 more sources

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