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ArticleOptimal investment strategies with bounded risks, general utilities, and goal achieving

Nikolai Dokuchaev2001

Article2001

Optimal investment strategies with bounded risks, general utilities, and goal achieving

Nikolai Dokuchaev · Xun Yu Zhou

16 citations·0/0 files stored·Journal of Mathematical Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1973The Pricing of Options and Corporate Liabilities 1952PORTFOLIO SELECTION*1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1999Stochastic Controls 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming

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2014Optimal Time-Consistent Investment Strategy for a DC Pension Plan with the Return of Premiums Clauses and Annuity Contracts

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Year2001

Typearticle

Published2001-04-01

VenueJournal of Mathematical Economics

ISSN-L0304-4068

Languageen

Citations16

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0304-4068(00)00069-0

openalex_workW2107414884

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