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Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana; Lari-Lavassani, Ali; … - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
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Optimal asset allocation with stochastic interest rates in regime-switching models
Ye, C.; Liu, Rui Hua; Ren, D. - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-32
Persistent link: https://www.econbiz.de/10011903782
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Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011687059
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Portfolio optimization with performance ratios
Lin, Hongcan; Saunders, David M.; Weng, Chengguo - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
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Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim; Yan, Raphael; Zhou, Yang - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
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Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
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Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang; Kim, Young Shin - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
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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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Optimal lag in dynamical investments
Serva, Maurizio - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 471-481
Persistent link: https://www.econbiz.de/10001438729
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Worst-case scenarios for American options
Buff, Robert - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 25-58
Persistent link: https://www.econbiz.de/10001488348