Optimal portfolio management with American capital guarantee (Q953755): Difference between revisions

@@ Property / author @@
-Monique Jeanblanc-Picqué
@@ Property / author: Monique Jeanblanc-Picqué / rank @@
-Normal rank
@@ Property / author @@
+Monique Jeanblanc-Picqué
@@ Property / author: Monique Jeanblanc-Picqué / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2003.11.005
+Normal rank
@@ Property / OpenAlex ID @@
+W2171361952
@@ Property / OpenAlex ID: W2171361952 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Asset Allocation in a Mean-Variance Framework
+Normal rank
@@ Property / cites work @@
+Strategic asset allocation
@@ Property / cites work: Strategic asset allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Q4868512
@@ Property / cites work: Q4868512 / rank @@
+Normal rank
@@ Property / cites work @@
+On dynamic measure of risk
@@ Property / cites work: On dynamic measure of risk / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of consumption with labor income
@@ Property / cites work: Optimization of consumption with labor income / rank @@
+Normal rank
@@ Property / cites work @@
+Q4868514
@@ Property / cites work: Q4868514 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Dynamic Investment Fund Protection
@@ Property / cites work: Pricing Dynamic Investment Fund Protection / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
+Normal rank
@@ Property / cites work @@
+Dynamic Fund Protection
@@ Property / cites work: Dynamic Fund Protection / rank @@
+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
@@ Property / cites work @@
+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:953755