Optimal investment strategy to minimize occupation time
Year of publication: |
2010
|
---|---|
Authors: | Bayraktar, Erhan ; Young, Virginia R. |
Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 176.2010, p. 389-408
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Foundations for financial economics
Huang, Chi-fu, (1988)
-
Portfolio selection : efficient diversification of investments
Markowitz, Harry, (1991)
-
Strategische asset allocation in Lebensversicherungsunternehmen
Stephan, Thomas G., (1995)
- More ...
-
Minimizing the probability of lifetime ruin under borrowing constraints
Bayraktar, Erhan, (2007)
-
Hedging life insurance with pure endowments
Bayraktar, Erhan, (2007)
-
Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan, (2008)
- More ...