Narrow search
Showing 1 - 4 of 4
Cover Image
The Return on Investment from Proportional Portfolio Strategies.
Browne, S. - Graduate School of Business, Columbia University - 1995
Persistent link: https://www.econbiz.de/10005207586
Cover Image
Portfolio Coice and the Bayesian Criterion.
Browne, S.; Whitt, W. - Graduate School of Business, Columbia University - 1995
Persistent link: https://www.econbiz.de/10005776696
Cover Image
Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin.
Browne, S. - Graduate School of Business, Columbia University - 1995
Persistent link: https://www.econbiz.de/10005776708
Cover Image
Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management.
Browne, S. - Graduate School of Business, Columbia University - 1996
We study a variety of optimal investment problems for objectives related to aataining goals by a fixed terminal time.
Persistent link: https://www.econbiz.de/10005776744