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

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+https://doi.org/10.1016/j.jedc.2003.11.005
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+W2171361952
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@@ Property / cites work @@
+Dynamic Asset Allocation in a Mean-Variance Framework
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+Strategic asset allocation
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Q4868512
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+On dynamic measure of risk
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+Optimization of consumption with labor income
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+Q4868514
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+Pricing Dynamic Investment Fund Protection
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+OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
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+Dynamic Fund Protection
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+Q4368791
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+Optimum consumption and portfolio rules in a continuous-time model
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+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
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