Results 281 to 290 of about 2,999,393 (305)
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A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
Mathematics of Operations Research, 1986Stanley Roy Pliska
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Optimal Portfolios and Heston's Stochastic Volatility Model: An Explicit Solution for Power Utility
Quantitative Finance, 2005Holger Kraft
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Optimal Consumption and Portfolio Choice With Ambiguity and Anticipation
Information Sciences, 2007Weiyin Fei
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No Arbitrage and the Growth Optimal Portfolio
Stochastic Analysis and Applications, 2007Kasper Larsen
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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
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Electricity Portfolio Management: Optimal Peak/Off-Peak Allocations
Energy Economics, 2009Ronald Huisman
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Analysis of the Rebalancing Frequency in Log-Optimal Portfolio Selection
Quantitative Finance, 2010Daniel Kuhn, David G Luenberger
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Growth-Optimal Portfolio Restrictions on Asset Pricing Models
Macroeconomic Dynamics, 1997Ravi Bansal, Bruce N Lehmann
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Numerical Approximations of Optimal Portfolios in Mispriced Asymmetric Lévy Markets
European Journal of Operational Research, 2016Hongwei Long
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