Near-Optimal Dynamic Asset Allocation in Financial Markets with Trading Constraints
Year of publication: |
2019
|
---|---|
Authors: | Kamma, Thijs |
Other Persons: | Pelsser, Antoon (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 28, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3403176 [DOI] |
Classification: | D52 - Incomplete Markets ; D53 - Financial Markets ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
International capital markets with time-varying preferences
Curatola, Giuliano, (2017)
-
Fund flows inducing mispricing of risk in competitive financial markets
Stahmer, Axel, (2015)
-
Rational asset pricing bubbles and portfolio constraints
Hugonnier, Julien, (2010)
- More ...
-
Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs, (2022)
-
Dual formulation of the optimal consumption problem with multiplicative habit formation
Kamma, Thijs, (2022)
-
Investing towards an exogenous reference level using a lower partial moments criterion
Kamma, Thijs, (2022)
- More ...