Quadratic minimization with portfolio and terminal wealth constraints.
- Published in:
- Annals of Finance, 2015, v. 11, n. 2, p. 243, doi. 10.1007/s10436-014-0254-9
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2015 AND VI 11 AND IP 2
Results: 5
1
2
Variance matters (in stochastic dividend discount models).
- Published in:
- Annals of Finance, 2015, v. 11, n. 2, p. 283, doi. 10.1007/s10436-014-0257-6
- By:
- Publication type:
- Article
3
Capital distribution and portfolio performance in the mean-field Atlas model.
- Published in:
- Annals of Finance, 2015, v. 11, n. 2, p. 151, doi. 10.1007/s10436-014-0258-5
- By:
- Publication type:
- Article
4
Dynamic optimal capital structure with regime switching.
- Published in:
- Annals of Finance, 2015, v. 11, n. 2, p. 199, doi. 10.1007/s10436-015-0260-6
- By:
- Publication type:
- Article
5
Diversified minimum-variance portfolios.
- Published in:
- Annals of Finance, 2015, v. 11, n. 2, p. 221, doi. 10.1007/s10436-014-0253-x
- By:
- Publication type:
- Article