Optimal portfolio strategies benchmarking the stock market (Q857954): Difference between revisions

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+https://doi.org/10.1007/s00186-006-0091-3
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+W2066571155
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+Coherent Measures of Risk
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Dynamic Portfolio Optimization with Bounded Shortfall Risks
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Q4368791
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+Optimum consumption and portfolio rules in a continuous-time model
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