Investing equally in risk
From MaRDI portal
Publication:354660
DOI10.1007/S10203-011-0121-3zbMATH Open1287.91135OpenAlexW2160397433MaRDI QIDQ354660FDOQ354660
Authors: Carl Lindberg 
Publication date: 19 July 2013
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-011-0121-3
Recommendations
- Optimal Investment Strategy for Risky Assets
- The return on investment from proportional portfolio strategies
- Portfolio optimization when expected stock returns are determined by exposure to risk
- Optimal mean-variance portfolio selection
- Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
mean-varianceportfolio optimizationBlack-Scholes model\(1/n\) strategyexpected stock returnsMarkowitz' problem
Cites Work
- Approximating random variables by stochastic integrals
- Optimum consumption and portfolio rules in a continuous-time model
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Title not available (Why is that?)
- Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
- Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
- CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
- Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
- Continuous-time mean-variance portfolios: a comparison
- Title not available (Why is that?)
- Continuous-time portfolio optimization under terminal wealth constraints
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market
- Portfolio optimization when expected stock returns are determined by exposure to risk
Cited In (3)
This page was built for publication: Investing equally in risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q354660)
