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Dynamic portfolio optimization with ambiguity aversion
Zhang, Jinqing; Jin, Zeyu; An, Yunbi - In: Journal of banking & finance 79 (2017), pp. 95-109
Persistent link: https://www.econbiz.de/10011815139
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Multiperiod portfolio optimization with multiple risky assets and general transaction costs
Mei, Xiaoling; DeMiguel, Victor; Nogales, Francisco J. - In: Journal of banking & finance 69 (2016), pp. 108-120
Persistent link: https://www.econbiz.de/10011635053
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Characteristics-based portfolio choice with leverage constraints
Ammann, Manuel; Coqueret, Guillaume; Schade, Jan-Philip - In: Journal of banking & finance 70 (2016), pp. 23-37
Persistent link: https://www.econbiz.de/10011635115
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Hedging crash risk in optimal portfolio selection
Zhu, Shushang; Zhu, Wei; Pei, Xi; Cui, Xueting - In: Journal of banking & finance 119 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
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Optimal portfolio choice for higher-order risk averters
Fang, Yi; Post, Thierry - In: Journal of banking & finance 137 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
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Dynamic optimization for multi-goals wealth management
Das, Sanjiv R.; Ostrov, Daniel; Radhakrishnan, Anand; … - In: Journal of banking & finance 140 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013463132