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Publication search results
found 10 matches
- 2023
- Bahareh Afhami, Mohsen Rezapour, Mohsen Madadi, Vahed Maroufy:
A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk. Appl. Math. Comput. 444: 127808 (2023) - 2022
- Xue Dong He, Zhaoli Jiang:
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth. Math. Oper. Res. 47(1): 587-615 (2022) - 2021
- Pieter M. van Staden, Duy-Minh Dang, Peter A. Forsyth:
On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies. SIAM J. Financial Math. 12(2): 566-603 (2021) - 2018
- Jesper Lund Pedersen, Goran Peskir:
Constrained Dynamic Optimality and Binomial Terminal Wealth. SIAM J. Control. Optim. 56(2): 1342-1357 (2018) - 2015
- Christoph Belak, Olaf Menkens, Jörn Sass:
On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs. SIAM J. Control. Optim. 53(5): 2878-2897 (2015) - 2008
- Michael Taksar, Xudong Zeng:
Optimal terminal wealth under partial information: Both the drift and the volatility driven by a discrete time Markov chain. CDC 2008: 257-262 - 2007
- Siu Fai Leung:
The existence, uniqueness, and optimality of the terminal wealth depletion time in life-cycle models of saving under uncertain lifetime and borrowing constraint. J. Econ. Theory 134(1): 470-493 (2007) - Michael Taksar, Xudong Zeng:
Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain. SIAM J. Control. Optim. 46(4): 1461-1482 (2007) - 2004
- Jörn Sass, Ulrich G. Haussmann:
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. Finance Stochastics 8(4): 553-577 (2004) - 1995
- Ralf Korn, Siegfried Trautmann:
Continuous-time portfolio optimization under terminal wealth constraints. Math. Methods Oper. Res. 42(1): 69-92 (1995)
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