Sid Browne

MaRDI QIDQ1200776zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Risk-constrained dynamic active portfolio management Management Science	2012-02-19	Paper
Gated, Exhaustive, Parallel Service Probability in the Engineering and Informational Sciences	2007-01-19	Paper
Reaching goals by a deadline: digital options and continuous-time active portfolio management Advances in Applied Probability	2001-06-27	Paper
Stochastic differential portfolio games Journal of Applied Probability	2000-11-20	Paper
Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark Finance and Stochastics	2000-03-01	Paper
The return on investment from proportional portfolio strategies Advances in Applied Probability	1999-01-19	Paper
OPTIMAL GROWTH IN CONTINUOUS-TIME WITH CREDIT RISK Probability in the Engineering and Informational Sciences	1999-01-01	Paper
Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time Mathematics of Operations Research	1997-08-03	Paper
Portfolio choice and the Bayesian Kelly criterion Advances in Applied Probability	1997-02-13	Paper
Scheduling jobs that are subject to failure propagation	1997-02-12	Paper
scientific article; zbMATH DE number 879792 (Why is no real title available?)	1996-09-02	Paper
Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin Mathematics of Operations Research	1996-07-15	Paper
Parallel Service with Vacations Operations Research	1996-03-07	Paper
Random record processes and state dependent thinning Stochastic Processes and their Applications	1995-05-30	Paper
Transient behavior of coverage processes by applications to the infinite-server queue Journal of Applied Probability	1994-01-13	Paper
The Gated Infinite-Server Queue: Uniform Service Times SIAM Journal on Applied Mathematics	1993-05-16	Paper
Work-modulated queues with applications to storage processes Journal of Applied Probability	1993-01-16	Paper
Dynamic priority rules when polling with multiple parallel servers Operations Research Letters	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 Operations Research	1990-01-01	Paper
Dynamic priority rules for cyclic-type queues Advances in Applied Probability	1989-01-01	Paper

Research outcomes over time

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