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The significance of the market portfolio : theory and evidence

Athanasoulis, Stefano; Shiller, Robert J. - In: Current trends in economics : theory and applications; …, (pp. 73-105). 1999

Persistent link: https://www.econbiz.de/10001365492

Optimiertes Portfolio-Management durch Vernetzung konstitutiver Systemstrukturen

Stöttner, Rainer - In: Wissen, Vernetzung, Virtualisierung : liber amicorum …, (pp. 411-426). 2008

Persistent link: https://www.econbiz.de/10003701624

Ein präferenzbasiertes Recommender-System für Investmentfonds

Kaas, Klaus Peter; Schneider, Tobias - In: Vielfalt und Einheit in der Marketingwissenschaft : ein …, (pp. 499-521). 2007

Persistent link: https://www.econbiz.de/10003532010

A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making

Aouni, Belaïd; Colapinto, Cinzia; La Torre, Davide - In: Operations research models in banking management, (pp. 77-88). 2013

Persistent link: https://www.econbiz.de/10009739304

Consumption-portfolio choice with preferences for cash

Kraft, Holger; Weiss, Farina - In: Essays on empirical asset pricing and …, (pp. 159-191). 2017

This paper studies a consumption-portfolio problem where money enters the agent's utility function. We solve the corresponding Hamilton-Jacobi-Bellman equation and provide closed-form solutions for the optimal consumption and portfolio strategy both in an infinite- and finite-horizon setting....

Persistent link: https://www.econbiz.de/10012306074