Dynamic Portfolio Selection Under Higher Moments

2007 International Conference on Machine Learning and Cybernetics ◽

10.1109/icmlc.2007.4370565 ◽

2007 ◽

Author(s):

Qi-Fa Xu ◽

Cui-Xia Jiang ◽

Pu Kang

Keyword(s):

Portfolio Selection ◽

Higher Moments ◽

Dynamic Portfolio

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Dynamic Portfolio Selection with Higher Moments Risk Based on Polynomial Goal Programming

2007 International Conference on Management Science and Engineering ◽

10.1109/icmse.2007.4422158 ◽

2007 ◽

Cited By ~ 1

Author(s):

Xu Qi-fa ◽

Jiang Cui-xia ◽

Kang Pu

Keyword(s):

Portfolio Selection ◽

Goal Programming ◽

Higher Moments ◽

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 ◽

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

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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 ◽

Cited By ~ 1

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 ◽

Cited By ~ 30

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 ◽

Cited By ~ 63

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 ◽

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

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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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