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Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas - In: Mathematical methods of operations research 71 (2010) 1, pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
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Using the pension multiple to measure retirement outcomes
Minney, Aaron; Zhu, Zili; Guo, Ying; Li, Jiaming; … - In: Finance research letters 49 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013479606
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Risk-neutral investors do not acquire information
Muendler, Marc-Andreas - In: Finance research letters 5 (2008) 3, pp. 156-161
Persistent link: https://www.econbiz.de/10003769885
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A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Finance research letters 2 (2005) 1, pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
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Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger; Steffensen, Mogens - In: Mathematical methods of operations research 63 (2006) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
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Portfolio optimization in stochastic markets
Çakmak, U.; Özekici, S. - In: Mathematical methods of operations research 63 (2006) 1, pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
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A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
Kissell, Robert; Glantz, Morton; Malamut, Roberto - In: Finance research letters 1 (2004) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10003307249
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Decomposing the persistence of international equity flows
Froot, Kenneth; Tjornhom, Jessica D. - In: Finance research letters 1 (2004) 3, pp. 154-170
Persistent link: https://www.econbiz.de/10003307277
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Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"
Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Finance research letters 3 (2006) 2, pp. 102-105
Persistent link: https://www.econbiz.de/10003333880
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A general approach to Bayesian portfolio optimization
Bade, Alexander; Frahm, Gabriel; Jaekel, Uwe - In: Mathematical methods of operations research 70 (2009) 2, pp. 337-356
Persistent link: https://www.econbiz.de/10003905261