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Fixed-mix rules in an evolutionary market using a factor model for dividends
Mavroudis, Konstantinos; Nolder, Craig A. - In: International journal of theoretical and applied finance 14 (2011) 8, pp. 1247-1277
Persistent link: https://www.econbiz.de/10009541997
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Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
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Approximating large diversified portfolios
Hofmann, Norbert; Platen, Eckhard - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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Buy-low and sell-high investment strategies
Zervos, Mihail; Johnson, Timothy C.; Alazemi, Fares - In: Mathematical finance : an international journal of … 23 (2013) 3, pp. 560-578
Persistent link: https://www.econbiz.de/10009783348
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Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
Bielecki, Tomasz R.; Pliska, Stanley R.; Yong, Jiongmin - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 871-914
Persistent link: https://www.econbiz.de/10003206520
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Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi; Nishihara, Michi - In: International journal of theoretical and applied finance 24 (2021) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
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Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana; Lari-Lavassani, Ali; … - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
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Behavioral portfolio selection : asymptotics and stability along a sequence of models
Reichlin, Christian - In: Mathematical finance : an international journal of … 26 (2016) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10011550130
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An online portfolio selection algorithm with regret logarithmic in price variation
Hazan, Elad; Kale, Satyen - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 288-310
Persistent link: https://www.econbiz.de/10011350635
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Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine; Nicolle, Johann; Pham, Huyên - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-40
Persistent link: https://www.econbiz.de/10012153463