Search Results - "OPTIMAL PORTFOLIOS"

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  1. 1
    Own-company stockholding and work effort preferences of an unconstrained executive

    Own-company stockholding and work effort preferences of an unconstrained executive by Desmettre, S., Gould, John, Szimayer, A.

    Published 2010
    Subjects: “…Optimal portfolio choice Executive compensation…”
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  2. 2
    Discrete time market with serial correlations and optimal myopic strategies.

    Discrete time market with serial correlations and optimal myopic strategies. by Dokuchaev, Nikolai

    Published 2007
    Subjects: Get full text
  3. 3
    Optimal Portfolio Structure – Designing a Growth and Risk Balanced Portfolio of U.S. Bank Stocks: Predictive Modelling Through Monte Carlo Simulation

    Optimal Portfolio Structure – Designing a Growth and Risk Balanced Portfolio of U.S. Bank Stocks: Predictive Modelling Through Monte Carlo Simulation by Dederichs, Julian

    Published 2016
    Subjects: “…Optimal Portfolio…”
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  4. 4
    Optimal solution of investment problems via linear parabolic equations generated by Kalman filter

    Optimal solution of investment problems via linear parabolic equations generated by Kalman filter by Dokuchaev, Nikolai

    Published 2005
    Subjects: Get full text
  5. 5
    On asymptotic optimality of Merton's myopic portfolio strategies under time discretization

    On asymptotic optimality of Merton's myopic portfolio strategies under time discretization by Rodkina, A., Dokuchaev, Nikolai

    Published 2015
    Subjects: Get full text
  6. 6
    Mutual fund theorem for continuous time markets with random coefficients

    Mutual fund theorem for continuous time markets with random coefficients by Dokuchaev, Nikolai

    Published 2013
    Subjects: Get full text
  7. 7
    Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation.

    Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation. by Dokuchaev, Nikolai

    Published 2006
    Subjects: Get full text
  8. 8
    Hedging long-dated interest rate derivatives for Australian pension funds and life insurers

    Hedging long-dated interest rate derivatives for Australian pension funds and life insurers by Fergusson, Kevin, Platen, E.

    Published 2014
    Subjects: Get full text
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  9. 9
    Dimension reduction and Mutual Fund Theorem in maximin setting for bond market

    Dimension reduction and Mutual Fund Theorem in maximin setting for bond market by Dokuchaev, Nikolai

    Published 2011
    Subjects: Get full text
  10. 10
    Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations

    Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations by Dokuchaev, Nikolai

    Published 2010
    Subjects: Get full text
  11. 11
    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework

    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework by Zhang, Y., Wu, Yong, Wiwatanapataphee, Benchawan, Angkola, Francisca

    Published 2020
    Subjects: Get full text
  12. 12
    Structuring an optimal portfolio from the Private Bank perspective and measuring the market risk using "Value-at-Risk" Methodology

    Structuring an optimal portfolio from the Private Bank perspective and measuring the market risk using "Value-at-Risk" Methodology by Wong, Max Yuen Kuan

    Published 2008
    Subjects: Get full text

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