Search
Selected: All

The Opportunity Process for Optimal Consumption and Investment with Power Utility

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

The premium of dynamic trading

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

The structure of optimal portfolio strategies for continuous time markets

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Trading Model with Pair Pattern Strategies

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Transaction Costs, Trading Volume, and the Liquidity Premium

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Transaction fees and optimal rebalancing in the growth-optimal portfolio

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Using Financial Ratios to Identify Romanian Distressed Companies

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Using MOEAs To Outperform Stock Benchmarks In The Presence of Typical Investment Constraints

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Utility maximization in models with conditionally independent increments

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Utility Maximization of an Indivisible Market with Transaction Costs

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Utility Maximization with Addictive Consumption Habit Formation in Incomplete Semimartingale Markets

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Utility theory front to back - inferring utility from agents' choices

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators

Economy – Quantitative Finance – Portfolio Management
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0
  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.