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Optimal Dynamic Portfolio Choice in Complete Markets
Dynamic Asset Allocation with Forwards and Futures
◽
10.1007/0-387-24106-x_4
◽
2005
◽
pp. 59-79
Keyword(s):
Portfolio Choice
◽
Complete Markets
◽
Dynamic Portfolio
◽
Optimal Dynamic
◽
Dynamic Portfolio Choice
Download Full-text
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References
Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets
SSRN Electronic Journal
◽
10.2139/ssrn.3580735
◽
2020
◽
Author(s):
Chenxu Li
◽
Olivier Scaillet
◽
Yiwen Shen
Keyword(s):
Portfolio Choice
◽
Incomplete Markets
◽
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Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
Review of Financial Studies
◽
10.1093/rfs/hhg029
◽
2003
◽
Vol 17
(3)
◽
pp. 611-641
◽
Cited By ~ 173
Author(s):
Jun Liu
◽
Francis A. Longstaff
Keyword(s):
Portfolio Choice
◽
Arbitrage Opportunities
◽
Dynamic Portfolio
◽
Optimal Dynamic
◽
Dynamic Portfolio Choice
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Optimal Dynamic Portfolio Choice in Incomplete Markets
Dynamic Asset Allocation with Forwards and Futures
◽
10.1007/0-387-24106-x_5
◽
2005
◽
pp. 81-91
Keyword(s):
Portfolio Choice
◽
Incomplete Markets
◽
Dynamic Portfolio
◽
Optimal Dynamic
◽
Dynamic Portfolio Choice
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Optimal Dynamic Portfolio Choice with Multiple Decentralized Agents
SSRN Electronic Journal
◽
10.2139/ssrn.2147040
◽
2012
◽
Author(s):
Huaning Cai
◽
Andrew E. B. Lim
Keyword(s):
Portfolio Choice
◽
Dynamic Portfolio
◽
Optimal Dynamic
◽
Dynamic Portfolio Choice
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Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
SSRN Electronic Journal
◽
10.2139/ssrn.246835
◽
2000
◽
Cited By ~ 19
Author(s):
Jun Liu
◽
Francis A. Longstaff
Keyword(s):
Portfolio Choice
◽
Arbitrage Opportunities
◽
Dynamic Portfolio
◽
Optimal Dynamic
◽
Dynamic Portfolio Choice
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Efficient Parallel Solution Methods for Dynamic Portfolio Choice Models in Discrete Time
SSRN Electronic Journal
◽
10.2139/ssrn.2665031
◽
2015
◽
Cited By ~ 4
Author(s):
Vanya Horneff
◽
Raimond Maurer
◽
Peter Schober
Keyword(s):
Portfolio Choice
◽
Discrete Time
◽
Choice Models
◽
Parallel Solution
◽
Solution Methods
◽
Dynamic Portfolio
◽
Dynamic Portfolio Choice
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The Liquidity Risk Premium Demanded by Large Investors: Dynamic Portfolio Choice with Stochastic Illiquidity
SSRN Electronic Journal
◽
10.2139/ssrn.2711718
◽
2015
◽
Author(s):
Joost Driessen
◽
Ran Xing
Keyword(s):
Portfolio Choice
◽
Risk Premium
◽
Liquidity Risk
◽
Dynamic Portfolio
◽
Dynamic Portfolio Choice
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Dynamic Portfolio Choice: A Simulation Approach
SSRN Electronic Journal
◽
10.2139/ssrn.271188
◽
2001
◽
Cited By ~ 6
Author(s):
Michael W. Brandt
◽
Amit Goyal
◽
Pedro Santa-Clara
Keyword(s):
Portfolio Choice
◽
Simulation Approach
◽
Dynamic Portfolio
◽
Dynamic Portfolio Choice
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Robust Dynamic Portfolio Choice Based on Out-Of-Sample Performance
SSRN Electronic Journal
◽
10.2139/ssrn.3434092
◽
2019
◽
Author(s):
Rainer Alexander Schüssler
Keyword(s):
Portfolio Choice
◽
Out Of Sample
◽
Dynamic Portfolio
◽
Dynamic Portfolio Choice
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Generalized Euler Equation Errors for Discrete Time Dynamic Portfolio Choice Models
SSRN Electronic Journal
◽
10.2139/ssrn.3448482
◽
2019
◽
Cited By ~ 1
Author(s):
Yannick Dillschneider
◽
Raimond Maurer
◽
Peter Schober
Keyword(s):
Euler Equation
◽
Portfolio Choice
◽
Discrete Time
◽
Choice Models
◽
Time Dynamic
◽
Dynamic Portfolio
◽
Dynamic Portfolio Choice
Download Full-text
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