Optimal Dynamic Portfolio Selection with Earnings-at-Risk

Journal of Optimization Theory and Applications ◽

10.1007/s10957-007-9184-2 ◽

2007 ◽

Vol 132 (3) ◽

pp. 459-473 ◽

Author(s):

Z. F. Li ◽

H. Yang ◽

X. T. Deng

Keyword(s):

At Risk ◽

Portfolio Selection ◽

Dynamic Portfolio ◽

Optimal Dynamic

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Dynamic Portfolio Selection under Conditional Capital at Risk Constraint

2010 Third International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2010.60 ◽

2010 ◽

Author(s):

Xiuguo Wang

Keyword(s):

At Risk ◽

Portfolio Selection ◽

Dynamic Portfolio ◽

Risk Constraint ◽

Capital At Risk

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Optimal dynamic portfolio selection and firm behaviour under personal taxation

Engineering Costs and Production Economics ◽

10.1016/0167-188x(87)90080-2 ◽

1987 ◽

Vol 12 (1-4) ◽

pp. 211-217

Author(s):

Geert-Jan C.Th. van Schijndel

Keyword(s):

Portfolio Selection ◽

Firm Behaviour ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

Personal Taxation

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Dynamic Portfolio Selection with Relative Value at Risk Constraint

2008 4th International Conference on Wireless Communications, Networking and Mobile Computing ◽

10.1109/wicom.2008.2288 ◽

2008 ◽

Author(s):

Xiuguo Wang

Keyword(s):

At Risk ◽

Portfolio Selection ◽

Value At Risk ◽

Relative Value ◽

Dynamic Portfolio ◽

Risk Constraint

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Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy

Quantitative Finance ◽

10.1088/1469-7688/4/3/007 ◽

2004 ◽

Vol 4 (3) ◽

pp. 315-327 ◽

Author(s):

Bjarne Højgaard ◽

Michael Taksar

Keyword(s):

Portfolio Selection ◽

Dividend Distribution ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

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Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation

Mathematical Finance ◽

10.1111/1467-9965.00100 ◽

2000 ◽

Vol 10 (3) ◽

pp. 387-406 ◽

Author(s):

Duan Li ◽

Wan-Lung Ng

Keyword(s):

Portfolio Selection ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

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Optimal dynamic portfolio selection for projects under a competence development model

OR Spectrum ◽

10.1007/s00291-009-0180-9 ◽

2009 ◽

Vol 33 (1) ◽

pp. 173-206 ◽

Author(s):

Walter J. Gutjahr

Keyword(s):

Portfolio Selection ◽

Competence Development ◽

Development Model ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

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Optimal Dynamic Portfolio Strategy in Defined Contribution Pension Plans with Company Stock

SSRN Electronic Journal ◽

10.2139/ssrn.2127468 ◽

2012 ◽

Author(s):

Hui-Ju Tsai ◽

Yangru Wu

Keyword(s):

Pension Plans ◽

Defined Contribution ◽

Company Stock ◽

Portfolio Strategy ◽

Dynamic Portfolio ◽

Optimal Dynamic

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Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2006.06.006 ◽

2007 ◽

Vol 31 (7) ◽

pp. 2168-2195 ◽

Author(s):

Thamayanthi Chellathurai ◽

Thangaraj Draviam

Keyword(s):

Optimal Control ◽

Control Theory ◽

Transaction Costs ◽

Portfolio Selection ◽

Stochastic Optimal Control ◽

Optimal Control Theory ◽

Proportional Transaction Costs ◽

Dynamic Portfolio

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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

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Optimal Dynamic Portfolio Risk Management

SSRN Electronic Journal ◽

10.2139/ssrn.2679498 ◽

2015 ◽

Author(s):

Valeriy Zakamulin

Keyword(s):

Risk Management ◽

Portfolio Risk ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

Portfolio Risk Management

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