Pages that link to "Item:Q3391988"

The following pages link to Evaluating Portfolio Policies: A Duality Approach (Q3391988):

Displaying 12 items.

• The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
• A note on constant proportion trading strategies (Q635503) (← links)
• A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
• Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
• Kim and Omberg revisited: the duality approach (Q1657919) (← links)
• Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
• An expansion in the model space in the context of utility maximization (Q1709603) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Consumption in incomplete markets (Q2308177) (← links)
• Linear Programming and the Control of Diffusion Processes (Q2802245) (← links)
• The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
• Optimal Dynamic Momentum Strategies (Q5106353) (← links)