OPTIMAL PORTFOLIOS WITH BOUNDED CAPITAL AT RISK.
- Published in:
- Mathematical Finance, 2001, v. 11, n. 4, p. 365, doi. 10.1111/1467-9965.00121
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2001 AND VI 11 AND IP 4
Results: 5
1
2
A COMPARISON OF TWO QUADRATIC APPROACHES TO HEDGING IN INCOMPLETE MARKETS.
- Published in:
- Mathematical Finance, 2001, v. 11, n. 4, p. 385, doi. 10.1111/1467-9965.00122
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- Publication type:
- Article
3
RETURN DYNAMICS WHEN PERSISTENCE IS UNOBSERVABLE.
- Published in:
- Mathematical Finance, 2001, v. 11, n. 4, p. 415, doi. 10.1111/1467-9965.00123
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- Publication type:
- Article
4
THE LIQUIDITY DISCOUNT.
- Published in:
- Mathematical Finance, 2001, v. 11, n. 4, p. 447, doi. 10.1111/1467-9965.00124
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- Publication type:
- Article
5
A GENERALIZED CAMERON-MARTIN FORMULA WITH APPLICATIONS TO PARTIALLY OBSERVED DYNAMIC PORTFOLIO OPTIMIZATION.
- Published in:
- Mathematical Finance, 2001, v. 11, n. 4, p. 475, doi. 10.1111/1467-9965.00125
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- Publication type:
- Article