The following pages link to Portfolio selection: a review (Q2247913):
Displayed 6 items.
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226) (← links)
- Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- (Q4554921) (← links)
- A NOTE ON A NEW APPROACH TO BOTH PRICE AND VOLATILITY JUMPS: AN APPLICATION TO THE PORTFOLIO MODEL (Q5369467) (← links)