Finite Horizon Portfolio Selection with Durable Goods

SSRN Electronic Journal ◽

10.2139/ssrn.3734672 ◽

2020 ◽

Author(s):

Junkee Jeon ◽

Hyeng Keun Koo ◽

Kyunghyun Park

Keyword(s):

Portfolio Selection ◽

Durable Goods ◽

Finite Horizon

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Finite horizon portfolio selection with durable goods

Mathematical Social Sciences ◽

10.1016/j.mathsocsci.2021.03.016 ◽

2021 ◽

Author(s):

Junkee Jeon ◽

Hyeng Keun Koo ◽

Kyunghyun Park

Keyword(s):

Portfolio Selection ◽

Durable Goods ◽

Finite Horizon

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Finite horizon portfolio selection with a negative wealth constraint

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2019.02.008 ◽

2019 ◽

Vol 356 ◽

pp. 329-338 ◽

Cited By ~ 1

Author(s):

Junkee Jeon ◽

Yong Hyun Shin

Keyword(s):

Portfolio Selection ◽

Finite Horizon

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A finite horizon multidimensional portfolio selection problem with singular transactions

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.480528 ◽

2002 ◽

Cited By ~ 3

Author(s):

M. Akian ◽

P. Sequier ◽

A. Sulem

Keyword(s):

Portfolio Selection ◽

Finite Horizon ◽

Selection Problem ◽

Portfolio Selection Problem

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Finite Horizon Portfolio Selection Problem with a Drawdown Constraint on Consumption

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2021.125542 ◽

2021 ◽

pp. 125542

Author(s):

Junkee Jeon ◽

Jehan Oh

Keyword(s):

Portfolio Selection ◽

Finite Horizon ◽

Selection Problem ◽

Portfolio Selection Problem ◽

Drawdown Constraint

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Finite horizon portfolio selection problems with stochastic borrowing constraints

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2019132 ◽

2017 ◽

Vol 13 (5) ◽

pp. 0-0

Author(s):

Junkee Jeon ◽

Keyword(s):

Portfolio Selection ◽

Borrowing Constraints ◽

Finite Horizon ◽

Selection Problems

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The finite horizon, undiscounted, durable goods monopoly problem with finitely many consumers

Journal of Mathematical Economics ◽

10.1016/j.jmateco.2018.11.002 ◽

2019 ◽

Vol 82 ◽

pp. 171-183 ◽

Cited By ~ 1

Author(s):

Gerardo Berbeglia ◽

Peter Sloan ◽

Adrian Vetta

Keyword(s):

Durable Goods ◽

Finite Horizon ◽

Durable Goods Monopoly

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A portfolio selection framework for choice under conflict

PsycEXTRA Dataset ◽

10.1037/e722892011-015 ◽

1995 ◽

Author(s):

Chen-Fu Chien ◽

Francois Sainfort

Keyword(s):

Portfolio Selection ◽

Selection Framework

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Finite horizon mixed H2 and H∞ control

1992 American Control Conference ◽

10.23919/acc.1992.4792328 ◽

1992 ◽

Cited By ~ 1

Author(s):

Kenko Uchida ◽

Masayuki Fujita

Keyword(s):

Finite Horizon

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Robust generalized H2 filtering — The finite-horizon case

2001 European Control Conference (ECC) ◽

10.23919/ecc.2001.7076163 ◽

2001 ◽

Cited By ~ 1

Author(s):

Sergio Bittanti ◽

Francesco Alessandro Cuzzola

Keyword(s):

Finite Horizon ◽

Horizon Case

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Investment Manager Analysis: A Comprehensive Guide to Portfolio Selection, Monitoring, and Optimization (a review)

Financial Analysts Journal ◽

10.2469/faj.v61.n2.2719 ◽

2005 ◽

Vol 61 (2) ◽

pp. 100-101

Author(s):

Murad J. Antia

Keyword(s):

Portfolio Selection ◽

Investment Manager

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