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~subject:"Portfolio selection"
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Optimal Asset Allocation for H...
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Portfolio selection
Theorie
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Theory
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Portfolio-Management
32
Steuervermeidung
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Tax avoidance
16
Criminal tax law
15
Steuerstrafrecht
15
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Allgemeines Gleichgewicht
9
General equilibrium
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Risiko
9
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8
Altersvorsorge
7
Retirement provision
7
Einkommensteuer
6
Optimal taxation
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6
Risk aversion
6
Stochastic process
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Stochastischer Prozess
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Dynamic programming
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Income tax
5
Incomplete market
5
Risikoaversion
5
Unvollkommener Markt
5
Budget constraint
4
Budgetrestriktion
4
Capital structure
4
Consumer behaviour
4
Dynamic equilibrium
4
Dynamische Optimierung
4
Dynamisches Gleichgewicht
4
Gesundheitskosten
4
HARA preferences
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Undetermined
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Book / Working Paper
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Language
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English
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Author
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Menoncin, Francesco
32
Scaillet, Olivier
6
Battocchio, Paolo
5
Vergalli, Sergio
3
Le Courtois, Olivier
2
Levaggi, Rosella
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Regis, Luca
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Vigna, Elena
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Ambrosini, Giuseppe
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Kashif, Muhammad
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Owadally, Iqbal
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
7
International Center for Financial Asset Management and Engineering
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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IRES discussion papers
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Insurance / Mathematics & economics
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Economia internazionale
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FAME research paper series
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Journal of banking & finance
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Carlo Alberto notebooks
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Journal of economic behavior & organization : JEBO
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Journal of financial services research : JFSR
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Mathematical control theory and finance
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The credit derivatives handbook : global perspectives, innovations, and market drivers
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ECONIS (ZBW)
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Optimal portfolio rules for an integrated stock bond portfolio
Menoncin, Francesco
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700018
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2
How the financial managers' remuneration can affect the optimal portfolio composition
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717444
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3
Investment strategies for HARA utility function : a general algebraic approximated solution
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717456
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4
Investment strategies in incomplete markets : sufficient conditions for a closed form solution
Menoncin, Francesco
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719343
Saved in:
5
How to manage inflation risk in an asset allocation problem : an algebraic approximated solution
Menoncin, Francesco
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719354
Saved in:
6
Optimal asset allocation for institutional investors
Menoncin, Francesco
-
2003
Persistent link: https://www.econbiz.de/10001895556
Saved in:
7
Risk management and asset allocation with jump-diffusion exogenous risks : some algebraic approximated solutions
Menoncin, Francesco
- In:
The European journal of finance
11
(
2005
)
3
,
pp. 223-246
Persistent link: https://www.econbiz.de/10002994782
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8
Risk management for an internationally diversified portfolio
Menoncin, Francesco
- In:
Economia internazionale
58
(
2005
)
1
,
pp. 9-41
Persistent link: https://www.econbiz.de/10002827308
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9
The role of longevity bonds in optimal portfolios
Menoncin, Francesco
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 343-358
Persistent link: https://www.econbiz.de/10003682489
Saved in:
10
An approximate solution for optimal portfolio in incomplete markets
Menoncin, Francesco
- In:
Mathematical control theory and finance
,
(pp. 293-310)
.
2008
Persistent link: https://www.econbiz.de/10003755883
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