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Dynamic Portfolio Selection Methods for Power Generation Assets
SSRN Electronic Journal
◽
10.2139/ssrn.2580252
◽
2011
◽
Cited By ~ 63
Author(s):
Barbara Glensk
◽
Reinhard Madlener
Keyword(s):
Power Generation
◽
Portfolio Selection
◽
Selection Methods
◽
Dynamic Portfolio
Download Full-text
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Cited By
References
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
◽
Cited By ~ 14
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
Download Full-text
Dimensional analysis of real estate portfolio selection methods
Global Business and Economics Review
◽
10.1504/gber.2014.063069
◽
2014
◽
Vol 16
(3)
◽
pp. 269
◽
Cited By ~ 3
Author(s):
Kenneth David Strang
Keyword(s):
Real Estate
◽
Dimensional Analysis
◽
Portfolio Selection
◽
Selection Methods
Download Full-text
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
◽
Cited By ~ 1
Author(s):
Bernhard Nietert
Keyword(s):
Portfolio Selection
◽
Continuous Time
◽
Stock Price
◽
Trade Off
◽
Risk Return
◽
Dynamic Portfolio
Download Full-text
Dynamic Portfolio Selection in Arbitrage
SSRN Electronic Journal
◽
10.2139/ssrn.882536
◽
2007
◽
Cited By ~ 30
Author(s):
Jakub W. Jurek
◽
Halla Yang
Keyword(s):
Portfolio Selection
◽
Dynamic Portfolio
Download Full-text
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
Download Full-text
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
◽
Cited By ~ 3
Author(s):
Lijing Tan
◽
Ben Niu
◽
Hong Wang
◽
Huali Huang
◽
Qiqi Duan
Keyword(s):
Portfolio Selection
◽
Bacterial Foraging Optimization
◽
Bacterial Foraging
◽
Dynamic Portfolio
Download Full-text
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
Download Full-text
Internal hedging of intermittent renewable power generation and optimal portfolio selection
Annals of Operations Research
◽
10.1007/s10479-019-03221-2
◽
2019
◽
Cited By ~ 1
Author(s):
Carlo Lucheroni
◽
Carlo Mari
Keyword(s):
Power Generation
◽
Portfolio Selection
◽
Optimal Portfolio
◽
Renewable Power
◽
Renewable Power Generation
◽
Optimal Portfolio Selection
Download Full-text
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
Download Full-text
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
Download Full-text
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