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Real time investments with adequate portfolio theory
Kvietkauskieṅe, Alina - In: Entrepreneurial business and economics review : EBER 2 (2014) 4, pp. 85-100
Persistent link: https://www.econbiz.de/10011450055
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Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015
Persistent link: https://www.econbiz.de/10010515948
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Optimizing tourist demands with utility efficient frontier
Rakotondramaro, Hanitra; Botti, Laurent - In: Tourism economics : the business and finance of tourism … 24 (2018) 2, pp. 157-166
Persistent link: https://www.econbiz.de/10011872529
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Semiparametric dynamic portfolio choice with multiple conditioning variables
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015
Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice depending on multiple conditioning variables, where the number of the conditioning variables can be either fixed or...
Persistent link: https://www.econbiz.de/10010481119
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Integration-segregation decisions under general value functions : "create your own bundle - choose 1, 2 or all 3!"
Egozcue, Martín; Massoni, Sébastien; Wong, Wing Keung; … - In: IMA journal of management mathematics 25 (2014) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10010242802
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Problem of multicurrency deposit diversification : three possible approaches to risk accounting
Zhukovskiy, Vladislav I.; Molostvov, Vitaly S.; … - In: International journal of operations and quantitative … 20 (2014) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10010467909
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Do recent stochastic tools help to better understand investors' preference and asset allocation?
Ciupac-Ulici, Maria-Lenuţa; Gherman, Mircea-Cristian; … - In: The journal of applied business research 30 (2014) 5, pp. 1449-1456
Persistent link: https://www.econbiz.de/10010470517
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An intertemporal capital asset pricing model with stochastic differential utility
Ikeda, Shinsuke - 1995
Persistent link: https://www.econbiz.de/10000915302
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Performance functions and reinforcement learning for trading systems and portfolios
Moody, John (contributor) - In: Journal of forecasting 17 (1998) 5/6, pp. 441-470
Persistent link: https://www.econbiz.de/10001363237
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Optimal trading under constraints
Cvitanić, Jakša - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 123-190). 1997
Persistent link: https://www.econbiz.de/10001321237