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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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Combining investment and tax strategies for optimizing lifetime solvency under uncertain returns and mortality
Das, Sanjiv R.; Ostrov, Daniel; Casanova, Aviva; … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-25
This paper considers investors who are looking to maximize their probability of remaining solvent throughout their lifetime by using an algorithm that aims to optimize their investment allocation strategy and optimize their tax strategy for withdrawal allocations between tax deferred accounts...
Persistent link: https://www.econbiz.de/10012622415
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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 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
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Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.; Waldmann, Karl-Heinz - In: Mathematical methods of operations research 65 (2007) 3, pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
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Optimal investment for a pension fund under inflation risk
Zhang, Aihua; Ewald, Christian-Oliver - In: Mathematical methods of operations research 71 (2010) 2, pp. 353-369
Persistent link: https://www.econbiz.de/10003958364
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Optimal investment under partial information
Björk, Tomas; Davis, Mark H. A. - In: Mathematical methods of operations research 71 (2010) 2, pp. 371-399
Persistent link: https://www.econbiz.de/10003958366
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Optimal investment strategies with a reallocation constraint
Egriboyun, Feyzullah; Soner, Halil Mete - In: Mathematical methods of operations research 71 (2010) 3, pp. 551-585
Persistent link: https://www.econbiz.de/10003990396
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Optimal portfolio strategies benchmarking the stock market
Gabih, Abdelali; Grecksch, Wilfried; Richter, Matthias; … - In: Mathematical methods of operations research 64 (2006) 2, pp. 211-225
Persistent link: https://www.econbiz.de/10003380210