Stochastic portfolio theory

Results: 20



#Item
1Strange stochastic portfolio theory in infinite dimensions John Smitha and Jan Kowalskib a ABC University, Singapore

Strange stochastic portfolio theory in infinite dimensions John Smitha and Jan Kowalskib a ABC University, Singapore

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Source URL: ims.nus.edu.sg

- Date: 2016-12-21 02:11:35
    2Stable Models for the Distribution of Equity Capital Robert Fernholz INTECH One Palmer Square Princeton, NJ 08542

    Stable Models for the Distribution of Equity Capital Robert Fernholz INTECH One Palmer Square Princeton, NJ 08542

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    Source URL: www.istfin.eco.usi.ch

    Language: English - Date: 2009-01-27 08:16:36
    3Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract

    Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract

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    Source URL: page.math.tu-berlin.de

    Language: English
    4Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w

    Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w

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    Source URL: www.hec.unil.ch

    Language: English - Date: 2009-12-08 11:44:02
    5INVITED EDITORIAL COMMENT FA L LA Comparison of the Mean–Variance–Leverage Optimization Model and the Markowitz General

    INVITED EDITORIAL COMMENT FA L LA Comparison of the Mean–Variance–Leverage Optimization Model and the Markowitz General

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    Source URL: www.jlem.com

    Language: English - Date: 2014-03-18 11:41:06
    6Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡

    Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡

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    Source URL: ifas.xmu.edu.cn

    Language: English - Date: 2015-06-29 05:06:14
    7Joint application of Cost-Utility Analysis and Modern Portfolio Theory to inform investment decision processes in a changing climate

    Joint application of Cost-Utility Analysis and Modern Portfolio Theory to inform investment decision processes in a changing climate

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    Source URL: www.mssanz.org.au

    Language: English
    8A Genetic Programming Approach to the Dynamic Portfolio Rebalancing Problem Vijay Karunamurthy E*trade Financial 4500 Bohnannon Dr. Menlo Park, CA 94024

    A Genetic Programming Approach to the Dynamic Portfolio Rebalancing Problem Vijay Karunamurthy E*trade Financial 4500 Bohnannon Dr. Menlo Park, CA 94024

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    Source URL: www.genetic-programming.org

    Language: English - Date: 2006-11-17 21:29:12
    9Applying Portfolio Theory to EU Electricity Planning and Policy-Making, IEA/EET Working Paper

    Applying Portfolio Theory to EU Electricity Planning and Policy-Making, IEA/EET Working Paper

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    Source URL: www.awerbuch.com

    Language: English - Date: 2005-11-11 07:33:43
    10The Numeraire Portfolio Under Proportional Transaction Costs

    The Numeraire Portfolio Under Proportional Transaction Costs

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    Source URL: www.fields.utoronto.ca

    Language: English - Date: 2010-06-20 11:40:50