Results 241 to 250 of about 35,398 (259)
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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
A generalized clark representation formula, with application to optimal portfolios
Stochastic and Stochastics Reports, 1991Ioannis Karatzas
exaly
Electricity portfolio management: Optimal peak/off-peak allocations
Energy Economics, 2009Ronald Huisman
exaly
Government Debt Control: Optimal Currency Portfolio and Payments
Operations Research, 2015Abel Cadenillas
exaly