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The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method
Chiarella, Carl; Hsiao, Chih-ying - 2006
Persistent link: https://www.econbiz.de/10003325231
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A benchmark approach to portfolio optimization under partial information
Platen, Eckhard; Runggaldier, Wolfgang J. - 2007
Persistent link: https://www.econbiz.de/10003437596
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Consistent market extensions under the benchmark approach
Filipović, Damir; Platen, Eckhard - 2007
Persistent link: https://www.econbiz.de/10003437600
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Aggregation of heterogeneous beliefs and asset pricing theory : a mean-variance analysis
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2006
Persistent link: https://www.econbiz.de/10003407922
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662353
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A benchmark approach to investing and pricing
Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662367
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Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663093
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Approximating the numéraire portfolio by naive diversification
Platen, Eckhard; Rendek, Renata - 2010
Persistent link: https://www.econbiz.de/10008663094
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Time-varying beta : a boundedly rational equilibrium approach
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2010
Persistent link: https://www.econbiz.de/10008663100
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Optimal VWAP trading strategy and relative volume
McCulloch, James; Kazakov, Vladimir - 2007
Persistent link: https://www.econbiz.de/10003685190