Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Dynamic Asset Allocation in a Mean-Variance Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk-sharing with effort and project choice / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategies in a CIR framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio management with American capital guarantee / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aggregation and Linearity in the Provision of Intertemporal Incentives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Variance Portfolio Selection with Random Parameters in a Complete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal benchmarking for active portfolio managers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal Capital Asset Pricing Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic asset allocation with mean variance preferences and a solvency constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: The first-order approach to the continuous-time principal-agent problem with exponential utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment with minimum performance constraints / rank
 
Normal rank

Latest revision as of 06:02, 7 July 2024

scientific article
Language Label Description Also known as
English
Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints
scientific article

    Statements

    Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (English)
    0 references
    0 references
    0 references
    23 January 2014
    0 references
    asset management
    0 references
    asset allocation
    0 references
    continuous time finance
    0 references
    portfolio optimization
    0 references
    stochastic hedging constraints
    0 references
    tracking error
    0 references

    Identifiers