Portfolio selection subject to growth objectives

DOI10.1016/J.JEDC.2003.04.009zbMATH Open1202.91298OpenAlexW2036483511MaRDI QIDQ953706FDOQ953706

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

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zbMATH Keywords

growthportfolio management

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Title not available (Why is that?)
• Microeconomic theory
• Stationary Ordinal Utility and Impatience
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• Utility maximization under capital growth constraints
• Value preserving strategies and a general framework for local approaches to optimal portfolios.
• Growth and utility maximization.
• On value preserving and growth optimal portfolios
• Maintaining capital intact and WARP
• Value preserving portfolio strategies and the minimal martingale measure
• Value preserving portfolio strategies in continuous-time models
• Optimal strategies for prudent investors
• Value management

Cited In (8)

• Capital growth with security
• Growth and utility maximization.
• AN AXIOMATIC APPROACH TO SUSTAINABILITY
• Growth-oriented portfolio selection based on stochastic holding periods
• Sustainability revisited
• Title not available (Why is that?)
• On selection of efficient portfolios for maximum long-run rate of growth
• Asset management with endogenous withdrawals under a drawdown constraint

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