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This paper proposes an ex post comparison of portfolio selection strategies. These strategies are ap...
Portfolio selection focuses on allocating the capital to a set of securities such that the profit or...
The following thesis is divided in two main topics. The first part studies variations of optimal pre...
SIGLEAvailable from British Library Document Supply Centre-DSC:D208760 / BLDSC - British Library Doc...
Abstract. This paper formulates a consumption and investment decision problem for an individual who ...
Se presenta una introducción a la teoría de control óptimo estocástico y sus aplicaciones en el marc...
This paper concerns a continuous-time portfolio selection problem with inflation in an incomplete ma...
We consider a portfolio optimization problem which is formulated as a stochastic control problem. Ri...
This paper proposes a stochastic model predictive control (SMPC) approach to hedging derivative cont...
In this paper, we consider the problem of a decision maker who is concerned with the management of a...
Cette thèse traite des problèmes de trading optimal avec une approche de contrôle stochastique et se...
202209 bchyVersion of RecordRGCOthersLebesgue Center of Mathematics; NSFC; NSF of Shandong Province;...
The dynamic portfolio selection problem with bankruptcy and nonlinear transaction costs is studied. ...
Rapporto n. 5, 2010. Serie Ricerca del Dipartimento di Matematica, Statistica, Informatica e Applica...
The main topic of this thesis is the application of stochastic dominance constrains to portfolio opt...
This paper proposes an ex post comparison of portfolio selection strategies. These strategies are ap...
Portfolio selection focuses on allocating the capital to a set of securities such that the profit or...
The following thesis is divided in two main topics. The first part studies variations of optimal pre...
SIGLEAvailable from British Library Document Supply Centre-DSC:D208760 / BLDSC - British Library Doc...
Abstract. This paper formulates a consumption and investment decision problem for an individual who ...
Se presenta una introducción a la teoría de control óptimo estocástico y sus aplicaciones en el marc...
This paper concerns a continuous-time portfolio selection problem with inflation in an incomplete ma...
We consider a portfolio optimization problem which is formulated as a stochastic control problem. Ri...
This paper proposes a stochastic model predictive control (SMPC) approach to hedging derivative cont...
In this paper, we consider the problem of a decision maker who is concerned with the management of a...
Cette thèse traite des problèmes de trading optimal avec une approche de contrôle stochastique et se...
202209 bchyVersion of RecordRGCOthersLebesgue Center of Mathematics; NSFC; NSF of Shandong Province;...
The dynamic portfolio selection problem with bankruptcy and nonlinear transaction costs is studied. ...
Rapporto n. 5, 2010. Serie Ricerca del Dipartimento di Matematica, Statistica, Informatica e Applica...
The main topic of this thesis is the application of stochastic dominance constrains to portfolio opt...
This paper proposes an ex post comparison of portfolio selection strategies. These strategies are ap...
Portfolio selection focuses on allocating the capital to a set of securities such that the profit or...
The following thesis is divided in two main topics. The first part studies variations of optimal pre...