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~subject:"Portfolio-Management"
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Search: subject:"Continuous Time"
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Portfolio-Management
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ECONIS (ZBW)
33
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21
Dynamic portfolio choice with frictions
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
Journal of economic theory
165
(
2016
),
pp. 487-516
Persistent link: https://www.econbiz.de/10011650142
Saved in:
22
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón
;
Pesce, Gabriela
;
El Alabi, Emilio
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
Saved in:
23
Assessing the solvency of insurance portfolios via a
continuous-time
cohort model
Jevtić, Petar
;
Regis, Luca
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 36-47
Persistent link: https://www.econbiz.de/10010515932
Saved in:
24
Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
Raducan, Anisoara Maria
;
Vernic, Raluca
;
Zbaganu, Gheorghita
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 421-443
Persistent link: https://www.econbiz.de/10011312279
Saved in:
25
Optimal credit allocation under regime uncertainty with sensitivity analysis
Bernis, Guillaume
;
Carassus, Laurence
;
Docq, Grégoire
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011403164
Saved in:
26
Investment strategies and compensation of mean-variance optimizing fund manager
Aivaliotis, Georgios
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 561-570
Persistent link: https://www.econbiz.de/10010358401
Saved in:
27
Mutual Fund Theorem for
continuous
time
markets with random coefficients
Dokučaev, Nikolaj G.
- In:
Theory and decision : an international journal for …
76
(
2014
)
2
,
pp. 179-199
Persistent link: https://www.econbiz.de/10010345260
Saved in:
28
Continuous-time
mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
29
Markowitz’s mean-variance defined contribution pension fund management under inflation : a
continuous-time
model
Yao, Haixiang
;
Yang, Zhou
;
Chen, Ping
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 851-863
Persistent link: https://www.econbiz.de/10010227804
Saved in:
30
Assessing the risks of trading strategies using acceptability indices
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 465-475
Persistent link: https://www.econbiz.de/10010240790
Saved in:
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