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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00186-006-0091-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2066571155
@@ Property / OpenAlex ID: W2066571155 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Continuous time portfolio selection under conditional capital at risk
+Normal rank
@@ Property / cites work @@
+Optimal Portfolios with Bounded Capital at Risk
@@ Property / cites work: Optimal Portfolios with Bounded Capital at Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Portfolio Optimization with Bounded Shortfall Risks
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:857954