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Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga; Steblovskaya, Victoria - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
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A convex stochastic optimization problem arising from portfolio selection
Jin, Hanqing; Xu, Zuo Quan; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 171-183
Persistent link: https://www.econbiz.de/10003643506
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Optimal investment and financing with a bank-tax-interaction
Chen, Biao; Yang, Jinqiang - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438331
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Sparse portfolio optimization via l1 over l2 regularization
Wu, Zhongming; Sun, Kexin; Ge, Zhili; Allen-Zhao, Zhihua; … - In: European journal of operational research : EJOR 319 (2024) 3, pp. 820-833
Persistent link: https://www.econbiz.de/10015085058
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Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil; Sapra, Steve; Stracke, Christian; Zhao, Wentao - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
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Gestione delle obbligazioni e curva di inviluppo
Cattarozzi, Gabriele - 1993
Persistent link: https://www.econbiz.de/10000882071
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International portfolio choice and asset pricing : an integrative survey
Stulz, René M. - 1994
Persistent link: https://www.econbiz.de/10000883027
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Essays in intertemporal investment decisions and asset prices
Restoy, Fernando - 1991
Persistent link: https://www.econbiz.de/10000883054
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Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard - 1994
Persistent link: https://www.econbiz.de/10000885516