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Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
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Step options
Linetsky, Vadim - In: Mathematical finance : an international journal of … 9 (1999) 1, pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
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Growth versus security in dynamic investment analysis
MacLean, Leonard C. - In: Management science : journal of the Institute for … 38 (1992) 11, pp. 1562-1585
Persistent link: https://www.econbiz.de/10001135944
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Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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Tax arbitrage, existence of equilibrium, and bounded tax rebates
Jones, Chris - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
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Predicting risk : some new generalizations
Karolyi, G. Andrew - In: Management science : journal of the Institute for … 38 (1992) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10001121830
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Characterizations of optimal portfolios by univariate and multivariate risk aversion
Li, Yuming - In: Management science : journal of the Institute for … 35 (1989) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001063801
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On optimal production and the market to book ratio given limited shareholder diversification
Conine, Thomas E. - In: Management science : journal of the Institute for … 35 (1989) 8, pp. 1004-1013
Persistent link: https://www.econbiz.de/10001068903
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A minimum variance result in continuous trading portfolio optimization
Richardson, Henry R. - In: Management science : journal of the Institute for … 35 (1989) 9, pp. 1045-1055
Persistent link: https://www.econbiz.de/10001074239
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Portfolio choices in the presence of other risks
Finkelshtain, Israel - In: Management science : journal of the Institute for … 39 (1993) 8, pp. 925-936
Persistent link: https://www.econbiz.de/10001147674