Showing results 1 to 7 of 7
Title | Author(s) | Issue Date | |
---|---|---|---|
Characterization of weak no-arbitrage in frictional markets Journal:Chinese Journal of Management Science | 2002 | ||
A closed-form solution to a dynamic portfolio optimization problem Journal:Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms | 2005 | ||
Continuous-time optimal portfolio selection using mean-CaR models Journal:Nonlinear Dynamics and Systems Theory | 2007 | ||
Model risk in VaR estimation: An empirical study Journal:International Journal of Information Technology and Decision Making | 2006 | ||
Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions Journal:Annals of Operations Research | 2005 | ||
Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection Journal:International Journal of Theoretical and Applied Finance | 2006 | ||
Optimal dynamic portfolio selection with earnings-at-risk Journal:Journal of Optimization Theory and Applications | 2007 |