Portfolio selection subject to growth objectives

DOI10.1016/J.JEDC.2003.04.009MaRDI QIDQ953706zbMATH OpenOpenAlexFDO

Authors Klaus Hellwig

Publication date 6 November 2008

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2003.04.009

zbMATH Keywords

growthportfolio management

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• scientific article; zbMATH DE number 41105 (Why is no real title available?)
• Growth and utility maximization.
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• Maintaining capital intact and WARP
• Microeconomic theory
• On value preserving and growth optimal portfolios
• Optimal strategies for prudent investors
• Stationary Ordinal Utility and Impatience
• Utility maximization under capital growth constraints
• Value management
• Value preserving portfolio strategies and the minimal martingale measure
• Value preserving portfolio strategies in continuous-time models
• Value preserving strategies and a general framework for local approaches to optimal portfolios.

Cited in

(9)

• Sustainability revisited
• Capital growth with security
• Growth and utility maximization.
• scientific article; zbMATH DE number 2196467 (Why is no real title available?)
• On selection of efficient portfolios for maximum long-run rate of growth
• AN AXIOMATIC APPROACH TO SUSTAINABILITY
• Value management
• Growth-oriented portfolio selection based on stochastic holding periods
• Asset management with endogenous withdrawals under a drawdown constraint

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