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Comparison of mean variance like strategies for optimal asset allocation problems
Wang, J.; Forsyth, Peter A. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10009624512
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From rages to riches : on constant proportions investment strategies
Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - In: International journal of theoretical and applied finance 5 (2002) 6, pp. 563-573
Persistent link: https://www.econbiz.de/10001743182
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Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van; Dang, Duy Minh; Forsyth, Peter A. - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
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Robust asset allocation for long-term target-based investing
Forsyth, Peter A.; Vetzal, Kenneth R. - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011686943