Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2006.07.108
@@ Property / DOI: 10.1016/j.amc.2006.07.108 / rank @@
-Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
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+Q4228005
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+Normal rank
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+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
+Normal rank
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+Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
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+Stock Trading: An Optimal Selling Rule
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+Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates
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+Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits
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+Portfolio optimization in stochastic markets
@@ Property / cites work: Portfolio optimization in stochastic markets / rank @@
+Normal rank
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+Q3932576
@@ Property / cites work: Q3932576 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.AMC.2006.07.108
@@ Property / DOI: 10.1016/J.AMC.2006.07.108 / rank @@
+Normal rank