Author: Kuhn Daniel Luenberger David
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.10, Iss.2, 2010-02, pp. : 221-234
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Performance analysis of log-optimal portfolio strategies with transaction costs
Quantitative Finance, Vol. 13, Iss. 10, 2013-10 ,pp. :
Optimal portfolio selection and compression in an incomplete market
Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. :
A stochastic volatility model and optimal portfolio selection
Quantitative Finance, Vol. 13, Iss. 10, 2013-10 ,pp. :
Optimal portfolio selection in nonlinear arbitrage spreads
By Alsayed Hamad McGroarty Frank
The European Journal of Finance, Vol. 19, Iss. 3, 2013-03 ,pp. :
Optimal liquidation strategies regularize portfolio selection
The European Journal of Finance, Vol. 19, Iss. 6, 2013-07 ,pp. :