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Optimal control theoretic approach to investment in doctors
Akan, Mustafa - In: Copernican Journal of Finance & Accounting : CJF&A 8 (2019) 4, pp. 91-111
Persistent link: https://www.econbiz.de/10012242095
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Hedging in incomplete markets with HARA utility
Duffie, Darrell (contributor) - In: Journal of economic dynamics & control 21 (1997) 4, pp. 753-782
Persistent link: https://www.econbiz.de/10001221215
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Strategic asset allocation
Brennan, Michael J. - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
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Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
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Optimal consumption and portfolio selection with incomplete markets and upper and lower bound constraints
Shirakawa, Hiroshi - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001185117
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Mathematical control theory and finance
Sarychev, Andrey (contributor); Sarychev, Andrej (ed.);  … - 2008
Persistent link: https://www.econbiz.de/10003712384
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Consumption and portfolio optimisation at the end of the life-cycle
Schiess, David (contributor) - 2007
Persistent link: https://www.econbiz.de/10003717538
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A stochastic receding horizon control approach to constrained index tracking
Primbs, James A.; Sung, Chang Hwan - In: Asia-Pacific financial markets 15 (2008) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10003757432
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Portfolio selection with transaction costs under expected shortfall contraints
Breuer, Thomas; Jandačka, Martin - In: Computational Management Science : CMS 5 (2008) 4, pp. 305-316
Persistent link: https://www.econbiz.de/10003758293