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Balancing growth and shortfall probability in continuous time active portfolio management
Advances in Portfolio Construction and Implementation
◽
10.1016/b978-075065448-7.50012-4
◽
2003
◽
pp. 258-268
Author(s):
Sid Browne
Keyword(s):
Portfolio Management
◽
Continuous Time
◽
Active Portfolio Management
Download Full-text
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References
Reaching goals by a deadline: Digital options and continuous-time active portfolio management
Handbook of the Fundamentals of Financial Decision Making - World Scientific Handbook in Financial Economics Series
◽
10.1142/9789814417358_0034
◽
2013
◽
pp. 683-709
Author(s):
Sid Browne
Keyword(s):
Portfolio Management
◽
Continuous Time
◽
Active Portfolio Management
◽
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Continuous time active portfolio management with a risk constraint
Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)
◽
10.1109/cdc.1999.831357
◽
2003
◽
Author(s):
S. Browne
Keyword(s):
Portfolio Management
◽
Continuous Time
◽
Active Portfolio Management
◽
Risk Constraint
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Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management
SSRN Electronic Journal
◽
10.2139/ssrn.703
◽
1997
◽
Author(s):
Sid NMI1 Browne
Keyword(s):
Portfolio Management
◽
Continuous Time
◽
Active Portfolio Management
◽
Digital Options
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Interconnectedness risk and active portfolio management
The Journal of Investment Strategies
◽
10.21314/jois.2017.081
◽
2017
◽
Cited By ~ 3
Author(s):
Eduard Baitinger
◽
Jochen Papenbrock
Keyword(s):
Portfolio Management
◽
Active Portfolio Management
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Tax Consequences of Active Portfolio Management: A Simulation Approach
SSRN Electronic Journal
◽
10.2139/ssrn.1640183
◽
2010
◽
Author(s):
Stanley Peterburgsky
Keyword(s):
Portfolio Management
◽
Simulation Approach
◽
Active Portfolio Management
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Valuing Investment Management Fees, Active Portfolio Management, and Closed-End Fund Discounts
SSRN Electronic Journal
◽
10.2139/ssrn.2738100
◽
2000
◽
Author(s):
Robert Ferguson
◽
Dean Leistikow
Keyword(s):
Portfolio Management
◽
Investment Management
◽
Management Fees
◽
Active Portfolio Management
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Active Portfolio Management Grounded in Evolutionary Biology - An Approach Set to Sharpen the Edge of Behavioural Finance?
SSRN Electronic Journal
◽
10.2139/ssrn.802604
◽
2004
◽
Author(s):
Christian Wurl
Keyword(s):
Portfolio Management
◽
Evolutionary Biology
◽
Behavioural Finance
◽
Active Portfolio Management
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Active portfolio management with benchmarking: A frontier based on alpha
Journal of Banking & Finance
◽
10.1016/j.jbankfin.2010.02.005
◽
2010
◽
Vol 34
(9)
◽
pp. 2185-2197
◽
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Author(s):
Gordon J. Alexander
◽
Alexandre M. Baptista
Keyword(s):
Portfolio Management
◽
Active Portfolio Management
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Risk-Constrained Dynamic Active Portfolio Management
The Kelly Capital Growth Investment Criterion - World Scientific Handbook in Financial Economics Series
◽
10.1142/9789814293501_0026
◽
2011
◽
pp. 373-384
Author(s):
Sid Browne
Keyword(s):
Portfolio Management
◽
Active Portfolio Management
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Active Portfolio Management
Investment Theory and Risk Management
◽
10.1002/9781119205197.ch10
◽
2015
◽
pp. 187-196
◽
Cited By ~ 1
Keyword(s):
Portfolio Management
◽
Active Portfolio Management
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