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Portfolio selection and optimization with higher moments : evidence from the Indian stock market
Saranya, K.; Prasanna, P. Krishna - In: Asia-Pacific financial markets 21 (2014) 2, pp. 133-149
Persistent link: https://www.econbiz.de/10010358431
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A note on utility maximization with unbounded random endowment
Owari, Keita - In: Asia-Pacific financial markets 18 (2011) 1, pp. 89-103
Persistent link: https://www.econbiz.de/10009237747
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Columbia University Program in Mathematics of Finance and JAFEE
Smirnov, Mikhail - In: Asia-Pacific financial markets 11 (2004) 3, pp. 217-232
Persistent link: https://www.econbiz.de/10003365636
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Portfolio optimization under lower partial risk measures
Konno, Hiroshi; Waki, Hayato; Yuuki, Atsushi - In: Asia-Pacific financial markets 9 (2002) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10001758328
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On discrete probability approximations for transaction cost problems
Butt, Nabeel - In: Asia-Pacific financial markets 26 (2019) 3, pp. 365-389
Persistent link: https://www.econbiz.de/10012309693
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An Algorithmic approach to optimal asset liquidation problems
Hinz, Juri; Yee, Jeremy - In: Asia-Pacific financial markets 24 (2017) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10011797615
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A stochastic receding horizon control approach to constrained index tracking
Primbs, James A.; Sung, Chang Hwan - In: Asia-Pacific financial markets 15 (2008) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10003757432
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An explicit finite difference approach to the pricing problems of perpetual Bermudan options
Muroi, Yoshifumi; Yamada, Takashi - In: Asia-Pacific financial markets 15 (2008) 3/4, pp. 229-253
Persistent link: https://www.econbiz.de/10003833262
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Pricing European options by numerical replication : quadratic programming with constraints
Ryabchenko, Valeriy; Sarykalin, Sergey; Uryasev, Stan - In: Asia-Pacific financial markets 11 (2004) 3, pp. 301-333
Persistent link: https://www.econbiz.de/10003365655
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Optimal hedging of prediction errors using prediction errors
Yamada, Yuji - In: Asia-Pacific financial markets 15 (2008) 1, pp. 67-95
Persistent link: https://www.econbiz.de/10003757439