✦ LIBER ✦

Optimal portfolio and consumption selection with default risk

✍ Scribed by Bo, Lijun; Wang, Yongjin; Yang, Xuewei

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic portfolio optimization with d

✍ Lijun Bo; Yongjin Wang; Xuewei Yang 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 760 KB

Optimal Consumption and Portfolio Select

✍ Mark Schroder; Costis Skiadas 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 352 KB

Asset proportions in optimal portfolios

✍ Zijin Chen; Taizhong Hu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 532 KB

Optimal Dynamic Portfolio Selection with

✍ Z. F. Li; H. Yang; X. T. Deng 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 378 KB

OPTIMAL CONSUMPTION AND PORTFOLIO SELECT

✍ Hiroshi Shirakawa 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 996 KB

Skewness persistence with optimal portfo

✍ Qian Sun; Yuxing Yan 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 105 KB