Portfolio optimization with early announced discrete dividends

DOI10.1016/J.ORL.2018.09.001MaRDI QIDQ2294234zbMATH OpenOpenAlexWikidataFDO

Authors Sascha Desmettre, Sarah Grün, Ralf Korn

Publication date 10 February 2020

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2018.09.001

zbMATH Keywords

discrete dividendsearly announcementoptimal portfolios

Mathematics Subject Classification ID

Portfolio theory (91G10) Optimal stochastic control (93E20)

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Cites work

• Continuous-time stochastic control and optimization with financial applications
• scientific article; zbMATH DE number 1200330 (Why is no real title available?)
• scientific article; zbMATH DE number 1548491 (Why is no real title available?)
• Optimal investment
• Optimum consumption and portfolio rules in a continuous-time model

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