Optimal portfolio control with unknown horizon
Year of publication: |
2012
|
---|---|
Authors: | Alghalith, Moawia |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 1, p. 41-42
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
-
Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
-
Efficient asset management: a practical guide to stock portfolio optimization and asset allocation
Michaud, Richard O., (2008)
- More ...
-
A general empirical model of hedging
Alghalith, Moawia, (2012)
-
Estimation with Price and Output Uncertainty
Alghalith, Moawia, (2005)
-
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
Alghalith, Moawia, (2020)
- More ...