Narrow search
Showing 1 - 10 of 34
Cover Image
Comparison of mean variance like strategies for optimal asset allocation problems
Wang, J.; Forsyth, Peter A. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10009624512
Cover Image
An optimal stochastic control framework for determining the cost of hedging of variable annuities
Forsyth, Peter A.; Vetzal, Kenneth R. - In: Journal of economic dynamics & control 44 (2014), pp. 29-53
Persistent link: https://www.econbiz.de/10010470085
Cover Image
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim - In: Finance and stochastics 18 (2014) 3, pp. 651-694
Persistent link: https://www.econbiz.de/10010395976
Cover Image
Quantification of risk in classical models of finance
Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Cover Image
Implicit incentives for fund managers with partial information
Angelini, Flavio; Colaneri, Katia; Herzel, Stefano; … - In: Computational management science 18 (2021) 4, pp. 539-561
Persistent link: https://www.econbiz.de/10012651333
Cover Image
Active and passive portfolio management with latent factors
Al-Aradi, Ali; Jaimungal, S. - In: Quantitative finance 21 (2021) 9, pp. 1437-1459
Persistent link: https://www.econbiz.de/10012624145
Cover Image
Dividend optimisation : a behaviouristic approach
Brinker, Leonie Violetta; Eisenberg, Julia - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 202-224
Persistent link: https://www.econbiz.de/10012793924
Cover Image
Optimal investment and consumption with default risk : HARA utility
Bo, Lijun; Li, Xindan; Wang, Yongjin; Yang, Xuewei - In: Asia-Pacific financial markets 20 (2013) 3, pp. 261-281
Persistent link: https://www.econbiz.de/10010188303
Cover Image
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne; Xu, Junwei - In: International journal of theoretical and applied finance 23 (2020) 7, pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
Cover Image
Optimal asset allocation for DC pension decumulation with a variable spending rule
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 419-447
Persistent link: https://www.econbiz.de/10012243346