Qualitative Analysis of Optimal Investment Strategies in Log-Normal Markets-Reference-Cited by-同舟云学术

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Qualitative Analysis of Optimal Investment Strategies in Log-Normal Markets

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Kallblad Sigrid,Zariphopoulou Thaleia

Publisher

Elsevier BV

Reference49 articles.

1. The theory of risk aversion. Aspects of the Theory of Risk Bearing;K J Arrow;Yrjo Jahnssonin Saatio,1965

2. Arbitrage Theory in Continuous Time

3. Making investment choices as simple as possible but not simpler;Z Bodie;Financial Analysts Journal,2007

4. Monotonicity properties of optimal investment strategies for log-Brownian asset prices;C Borell;Mathematical Finance,2007

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal portfolio under fractional stochastic environment;Mathematical Finance;2018-09-20

2. Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio;SSRN Electronic Journal;2016

3. Investment and Consumption with Forward Criteria and Black's Inverse Investment Problem;SSRN Electronic Journal;2016

4. On the Optimal Wealth Process in a Log-Normal Market: Applications to Risk Management;SSRN Electronic Journal;2014

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