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isPartOf:"Applied mathematical finance"
subject:"Portfolio-Management"
~person:"Bunwong, Kornkanok"
~person:"Lien, Da-hsiang Donald"
~person:"Quek, Gary"
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Portfolio-Management
Portfolio selection
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Theorie
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Theory
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Transaction costs
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Transaktionskosten
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Adjusting correlation
1
Capital income
1
Correlation
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Institutional economics
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Utility function
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correlation matrix
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Bunwong, Kornkanok
Lien, Da-hsiang Donald
Quek, Gary
Atkinson, Colin
7
Forsyth, Peter A.
3
Jaimungal, Sebastian
2
Matsumoto, Koichi
2
Mokkhavesa, S.
2
Vetzal, Kenneth R.
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1
Berg, Nathan
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Applied mathematical finance
The journal of futures markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of mathematical finance
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ECONIS (ZBW)
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Portfolio selection in discrete time with transaction costs and power utility function : a perturbation analysis
Quek, Gary
;
Atkinson, Colin
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011746994
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2
Boundaries of correlation adjustment with applications to financial risk management
Numpacharoen, Kawee
;
Bunwong, Kornkanok
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10010187655
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3
Dynamic portfolio optimization in discrete-time with transaction costs
Atkinson, Colin
;
Quek, Gary
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 265-298
Persistent link: https://www.econbiz.de/10009710973
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4
Tracking error decision rules and accumulated wealth
Berg, Nathan
;
Lien, Da-hsiang Donald
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 91-119
Persistent link: https://www.econbiz.de/10001805360
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