Dynamic Portfolio Execution and Martingale Duality

SSRN Electronic Journal ◽

10.2139/ssrn.2144517 ◽

2012 ◽

Cited By ~ 1

Author(s):

Martin Haugh ◽

Chun Wang

Keyword(s):

Dynamic Portfolio

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Optimal Dynamic Portfolio Strategy in Defined Contribution Pension Plans with Company Stock

SSRN Electronic Journal ◽

10.2139/ssrn.2127468 ◽

2012 ◽

Author(s):

Hui-Ju Tsai ◽

Yangru Wu

Keyword(s):

Pension Plans ◽

Defined Contribution ◽

Company Stock ◽

Portfolio Strategy ◽

Dynamic Portfolio ◽

Optimal Dynamic

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Efficient Parallel Solution Methods for Dynamic Portfolio Choice Models in Discrete Time

SSRN Electronic Journal ◽

10.2139/ssrn.2665031 ◽

2015 ◽

Cited By ~ 4

Author(s):

Vanya Horneff ◽

Raimond Maurer ◽

Peter Schober

Keyword(s):

Portfolio Choice ◽

Discrete Time ◽

Choice Models ◽

Parallel Solution ◽

Solution Methods ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Dynamic Portfolio Optimisation with Intermediate Costs: A Least-Squares Monte Carlo Simulation Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2696968 ◽

2016 ◽

Author(s):

Rongju Zhang ◽

Nicolas Langrenn ◽

Yu Tian ◽

Zili Zhu ◽

Fima Klebaner ◽

...

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Least Squares ◽

Portfolio Optimisation ◽

Simulation Approach ◽

Least Squares Monte Carlo ◽

Dynamic Portfolio

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The Liquidity Risk Premium Demanded by Large Investors: Dynamic Portfolio Choice with Stochastic Illiquidity

SSRN Electronic Journal ◽

10.2139/ssrn.2711718 ◽

2015 ◽

Author(s):

Joost Driessen ◽

Ran Xing

Keyword(s):

Portfolio Choice ◽

Risk Premium ◽

Liquidity Risk ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Dynamic Portfolio Choice: A Simulation Approach

SSRN Electronic Journal ◽

10.2139/ssrn.271188 ◽

2001 ◽

Cited By ~ 6

Author(s):

Michael W. Brandt ◽

Amit Goyal ◽

Pedro Santa-Clara

Keyword(s):

Portfolio Choice ◽

Simulation Approach ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Dynamic Portfolio Management Strategies: A Framework for Historical Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3214453 ◽

2018 ◽

Author(s):

Anthony Seymour ◽

Emlyn James Flint ◽

Florence Chikurunhe

Keyword(s):

Portfolio Management ◽

Management Strategies ◽

Historical Analysis ◽

Dynamic Portfolio

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Robust Dynamic Portfolio Choice Based on Out-Of-Sample Performance

SSRN Electronic Journal ◽

10.2139/ssrn.3434092 ◽

2019 ◽

Author(s):

Rainer Alexander Schüssler

Keyword(s):

Portfolio Choice ◽

Out Of Sample ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Generalized Euler Equation Errors for Discrete Time Dynamic Portfolio Choice Models

SSRN Electronic Journal ◽

10.2139/ssrn.3448482 ◽

2019 ◽

Cited By ~ 1

Author(s):

Yannick Dillschneider ◽

Raimond Maurer ◽

Peter Schober

Keyword(s):

Euler Equation ◽

Portfolio Choice ◽

Discrete Time ◽

Choice Models ◽

Time Dynamic ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Rationally Irrational? Learning and Short-Sale Restrictions in Dynamic Portfolio Decisions

SSRN Electronic Journal ◽

10.2139/ssrn.687283 ◽

2005 ◽

Author(s):

Juhani T. Linnainmaa

Keyword(s):

Portfolio Decisions ◽

Short Sale ◽

Dynamic Portfolio

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Dependence Modeling of Joint Extremes Via Copulas: A Dynamic Portfolio Allocation Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.966447 ◽

2007 ◽

Author(s):

Denitsa Stefanova

Keyword(s):

Portfolio Allocation ◽

Dependence Modeling ◽

Dynamic Portfolio

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