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Portfolio optimization in affine models with Markov switching
Escobar, Marcos; Neykova, Daniela; Zagst, Rudi - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
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A large deviation approach to portfolio management
Gardiol, Lucien; Gibson, Rajna; Bares, Pierre-Antoine; … - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 547
Persistent link: https://www.econbiz.de/10001524312
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A large deviation approach to portfolio management
Gardiol, Lucien (contributor) - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 617-639
Persistent link: https://www.econbiz.de/10001526853
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Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos; Lichtenstern, Andreas; Zagst, Rudi - In: International journal of theoretical and applied finance 23 (2020) 7, pp. 1-33
Persistent link: https://www.econbiz.de/10012496902