Sid Browne

Available identifiers

zbMath Open browne.sidMaRDI QIDQ1200776

List of research outcomes

Publication	Date of Publication	Type
Risk-constrained dynamic active portfolio management	2012-02-19	Paper
Gated, Exhaustive, Parallel Service	2007-01-19	Paper
Reaching goals by a deadline: digital options and continuous-time active portfolio management	2001-06-27	Paper
Stochastic differential portfolio games	2000-11-20	Paper
Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark	2000-03-01	Paper
The return on investment from proportional portfolio strategies	1999-01-19	Paper
OPTIMAL GROWTH IN CONTINUOUS-TIME WITH CREDIT RISK	1999-01-01	Paper
Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time	1997-08-03	Paper
Portfolio choice and the Bayesian Kelly criterion	1997-02-13	Paper
Scheduling jobs that are subject to failure propagation	1997-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q4878850	1996-09-02	Paper
Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin	1996-07-15	Paper
Parallel Service with Vacations	1996-03-07	Paper
Random record processes and state dependent thinning	1995-05-30	Paper
Transient behavior of coverage processes by applications to the infinite-server queue	1994-01-13	Paper
The Gated Infinite-Server Queue: Uniform Service Times	1993-05-16	Paper
Work-modulated queues with applications to storage processes	1993-01-16	Paper
Dynamic priority rules when polling with multiple parallel servers	1993-01-16	Paper
Dynamic scheduling in single-server multiclass service systems with unit buffers	1991-01-01	Paper
Scheduling Deteriorating Jobs on a Single Processor	1990-01-01	Paper
Dynamic priority rules for cyclic-type queues	1989-01-01	Paper

Research outcomes over time

This page was built for person: Sid Browne