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Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.; Rindisbacher, Marcel - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
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A Monte Carlo method for optimal portfolios
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 401-446
Persistent link: https://www.econbiz.de/10001737303
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On the optimal hedge of a nontraded cash position
Adler, Michael - In: The journal of finance : the journal of the American … 43 (1988) 1, pp. 143-153
Persistent link: https://www.econbiz.de/10001057973
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Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 251-274
Persistent link: https://www.econbiz.de/10001143972