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Fixed-mix rules in an evolutionary market using a factor model for dividends
Mavroudis, Konstantinos; Nolder, Craig A. - In: International journal of theoretical and applied finance 14 (2011) 8, pp. 1247-1277
Persistent link: https://www.econbiz.de/10009541997
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Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
Bielecki, Tomasz R.; Pliska, Stanley R.; Yong, Jiongmin - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 871-914
Persistent link: https://www.econbiz.de/10003206520
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Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi; Nishihara, Michi - In: International journal of theoretical and applied finance 24 (2021) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
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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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Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine; Nicolle, Johann; Pham, Huyên - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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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
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Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 145-160
Persistent link: https://www.econbiz.de/10001236671
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Taming large events : optimal portfolio theory for strongly fluctuating assets
Bouchaud, Jean-Philippe (contributor) - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001236676