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Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus; Sørensen, Carsten - In: Journal of banking & finance 28 (2004) 8, pp. 1987-2013
Persistent link: https://www.econbiz.de/10002118373
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An analysis of the true notional bond system applied to the CBOT T-bond futures
Ben-Abdallah, Ramzi; Ben-Ameur, Hatem; Breton, Michèle - In: Journal of banking & finance 33 (2009) 3, pp. 534-545
Persistent link: https://www.econbiz.de/10003807700
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Optimal life insurance purchase and consumption/investment under uncertain lifetime
Pliska, Stanley R.; Ye, Jinchun - In: Journal of banking & finance 31 (2007) 5, pp. 1307-1319
Persistent link: https://www.econbiz.de/10003461160
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Dynamic optimization for multi-goals wealth management
Das, Sanjiv R.; Ostrov, Daniel; Radhakrishnan, Anand; … - In: Journal of banking & finance 140 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013463132
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Inter-temporal optimization in a stochastic evironment : special section
Stein, Jerome L. (contributor); Zheng, Ziyu (contributor) - 2007
Persistent link: https://www.econbiz.de/10003461125
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United States current account deficits : a stochastic optimal control analysis
Stein, Jerome L. - In: Journal of banking & finance 31 (2007) 5, pp. 1321-1350
Persistent link: https://www.econbiz.de/10003461162
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Multi-period stochastic optimization models for dynamic asset allocation
Hibiki, Norio - In: Journal of banking & finance 30 (2006) 2, pp. 365-390
Persistent link: https://www.econbiz.de/10003291268
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Skewness persistence with optimal portfolio selection
Qian, Sun; Yan, Yuxing - In: Journal of banking & finance 27 (2003) 6, pp. 1111-1121
Persistent link: https://www.econbiz.de/10001757812
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Optimal forward trading and battery control under renewable electricity generation
Hinz, Juri; Yee, Jeremy - In: Journal of banking & finance 95 (2018), pp. 244-254
Persistent link: https://www.econbiz.de/10011966755
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Cross-border M&As in the financial sector : is banking different from insurance?
Focarelli, Dario; Pozzolo, Alberto Franco - In: Journal of banking & finance 32 (2008) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10003646957