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export results for "terminal wealth"
@article{DBLP:journals/amc/AfhamiRMM23, author = {Bahareh Afhami and Mohsen Rezapour and Mohsen Madadi and Vahed Maroufy}, title = {A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk}, journal = {Appl. Math. Comput.}, volume = {444}, pages = {127808}, year = {2023} }
@article{DBLP:journals/mor/HeJ22, author = {Xue Dong He and Zhaoli Jiang}, title = {Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth}, journal = {Math. Oper. Res.}, volume = {47}, number = {1}, pages = {587--615}, year = {2022} }
@article{DBLP:journals/siamfm/StadenDF21, author = {Pieter M. van Staden and Duy{-}Minh Dang and Peter A. Forsyth}, title = {On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies}, journal = {{SIAM} J. Financial Math.}, volume = {12}, number = {2}, pages = {566--603}, year = {2021} }
@article{DBLP:journals/siamco/PedersenP18, author = {Jesper Lund Pedersen and Goran Peskir}, title = {Constrained Dynamic Optimality and Binomial Terminal Wealth}, journal = {{SIAM} J. Control. Optim.}, volume = {56}, number = {2}, pages = {1342--1357}, year = {2018} }
@article{DBLP:journals/siamco/BelakMS15, author = {Christoph Belak and Olaf Menkens and J{\"{o}}rn Sass}, title = {On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs}, journal = {{SIAM} J. Control. Optim.}, volume = {53}, number = {5}, pages = {2878--2897}, year = {2015} }
@inproceedings{DBLP:conf/cdc/TaksarZ08, author = {Michael Taksar and Xudong Zeng}, title = {Optimal terminal wealth under partial information: Both the drift and the volatility driven by a discrete time Markov chain}, booktitle = {{CDC}}, pages = {257--262}, publisher = {{IEEE}}, year = {2008} }
@article{DBLP:journals/jet/Leung07, author = {Siu Fai Leung}, title = {The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint}, journal = {J. Econ. Theory}, volume = {134}, number = {1}, pages = {470--493}, year = {2007} }
@article{DBLP:journals/siamco/TaksarZ07, author = {Michael Taksar and Xudong Zeng}, title = {Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain}, journal = {{SIAM} J. Control. Optim.}, volume = {46}, number = {4}, pages = {1461--1482}, year = {2007} }
@article{DBLP:journals/fs/SassH04, author = {J{\"{o}}rn Sass and Ulrich G. Haussmann}, title = {Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain}, journal = {Finance Stochastics}, volume = {8}, number = {4}, pages = {553--577}, year = {2004} }
@article{DBLP:journals/mmor/KornT95, author = {Ralf Korn and Siegfried Trautmann}, title = {Continuous-time portfolio optimization under terminal wealth constraints}, journal = {Math. Methods Oper. Res.}, volume = {42}, number = {1}, pages = {69--92}, year = {1995} }
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