Dynamic portfolio selection with sector-specific regularization

Econometrics and Statistics ◽

10.1016/j.ecosta.2022.01.001 ◽

2022 ◽

Author(s):

Christian M. Hafner ◽

Linqi Wang

Keyword(s):

Portfolio Selection ◽

Dynamic Portfolio

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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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Dynamic Portfolio Selection and Risk-Return Trade off with Respect to Stock Price Jumps in Continuous Time

SSRN Electronic Journal ◽

10.2139/ssrn.15137 ◽

1997 ◽

Author(s):

Bernhard Nietert

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Stock Price ◽

Trade Off ◽

Risk Return ◽

Dynamic Portfolio

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Dynamic Portfolio Selection in Arbitrage

SSRN Electronic Journal ◽

10.2139/ssrn.882536 ◽

2007 ◽

Author(s):

Jakub W. Jurek ◽

Halla Yang

Keyword(s):

Portfolio Selection ◽

Dynamic Portfolio

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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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Dynamic Portfolio Selection Methods for Power Generation Assets

SSRN Electronic Journal ◽

10.2139/ssrn.2580252 ◽

2011 ◽

Author(s):

Barbara Glensk ◽

Reinhard Madlener

Keyword(s):

Power Generation ◽

Portfolio Selection ◽

Selection Methods ◽

Dynamic Portfolio

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Bacterial Foraging Optimization with Neighborhood Learning for Dynamic Portfolio Selection

Intelligent Computing in Bioinformatics - Lecture Notes in Computer Science ◽

10.1007/978-3-319-09330-7_48 ◽

2014 ◽

pp. 413-423 ◽

Author(s):

Lijing Tan ◽

Ben Niu ◽

Hong Wang ◽

Huali Huang ◽

Qiqi Duan

Keyword(s):

Portfolio Selection ◽

Bacterial Foraging Optimization ◽

Bacterial Foraging ◽

Dynamic Portfolio

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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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Intelligent Method for Solving Optimal Strategy of Dynamic Portfolio Selection with Credibility Criterion

2006 6th World Congress on Intelligent Control and Automation ◽

10.1109/wcica.2006.1712983 ◽

2006 ◽

Author(s):

Yanqing Wang

Keyword(s):

Portfolio Selection ◽

Optimal Strategy ◽

Dynamic Portfolio

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Risk management and dynamic portfolio selection with stable Paretian distributions

Journal of Empirical Finance ◽

10.1016/j.jempfin.2009.09.002 ◽

2010 ◽

Vol 17 (2) ◽

pp. 195-211 ◽

Author(s):

Sergio Ortobelli ◽

Svetlozar T. Rachev ◽

Frank J. Fabozzi

Keyword(s):

Risk Management ◽

Portfolio Selection ◽

Dynamic Portfolio

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