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Robust tracking error portfolio selection with worst-case downside risk measures
Ling, Aifan; Sun, Jie; Yang, Xiaoguang - In: Journal of economic dynamics & control 39 (2014), pp. 178-207
Persistent link: https://www.econbiz.de/10010388754
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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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The equity premium and the allocation of income risk
Danthine, Jean-Pierre - In: Journal of economic dynamics & control 16 (1992) 3, pp. 509-532
Persistent link: https://www.econbiz.de/10001130452
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Distribution of bankruptcy time in a consumption/portfolio problem
Presman, Ernst - In: Journal of economic dynamics & control 20 (1996) 1, pp. 471-477
Persistent link: https://www.econbiz.de/10001190598
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Numerical analysis of a free-boundary singular control problem in financial economics
Hindy, Ayman - In: Journal of economic dynamics & control 21 (1997) 2, pp. 297-327
Persistent link: https://www.econbiz.de/10001215827
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An integrated stock-bond portfolio optimization model
Konno, Hiroshi - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1427-1444
Persistent link: https://www.econbiz.de/10001222038
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Solving long-term financial planning problems via global optimization
Maranas, C. D. (contributor) - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1405-1425
Persistent link: https://www.econbiz.de/10001222041
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Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
Cong, F.; Oosterlee, Cornelis Willebrordus - In: Journal of economic dynamics & control 64 (2016), pp. 23-38
Persistent link: https://www.econbiz.de/10011708209
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Retirement saving with contribution payments and labor income as a benchmark for investments
Berkelaar, Arjan B.; Kouwenberg, Roy - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1069-1097
Persistent link: https://www.econbiz.de/10001734561
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Special issue: High-performance computing for financial planning
Zenios, Stauros Andrea (contributor) - 2003
Persistent link: https://www.econbiz.de/10001734597