Dynamic Portfolio Analysis

Richard C Grinold

doi:10.3905/jpm.2007.698029

Dynamic Portfolio Analysis

The Journal of Portfolio Management ◽

10.3905/jpm.2007.698029 ◽

2007 ◽

Vol 34 (1) ◽

pp. 12-26 ◽

Cited By ~ 17

Author(s):

Richard C Grinold

Keyword(s):

Portfolio Analysis ◽

Dynamic Portfolio

Download Full-text

Dynamic Portfolio Analysis Based on Time-Varying Risk Measurement

2007 International Conference on Management Science and Engineering ◽

10.1109/icmse.2007.4422144 ◽

2007 ◽

Author(s):

Jiang Cui-xia ◽

Zhang Shi-ying

Keyword(s):

Portfolio Analysis ◽

Risk Measurement ◽

Time Varying ◽

Dynamic Portfolio

Download Full-text

Dynamic Portfolio Analysis Based on Realized Higher Moments

2009 Fifth International Conference on Natural Computation ◽

10.1109/icnc.2009.273 ◽

2009 ◽

Author(s):

Jiang Cui-xia ◽

Liu Jing-dong

Keyword(s):

Portfolio Analysis ◽

Higher Moments ◽

Dynamic Portfolio

Download Full-text

Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework

SSRN Electronic Journal ◽

10.2139/ssrn.2236229 ◽

2010 ◽

Author(s):

Günther Westner ◽

Reinhard Madlener

Keyword(s):

Portfolio Analysis ◽

Regulatory Framework ◽

Dynamic Portfolio

Download Full-text

Development of Cogeneration in Germany: A Dynamic Portfolio Analysis Based on the New Regulatory Framework

SSRN Electronic Journal ◽

10.2139/ssrn.1620490 ◽

2009 ◽

Cited By ~ 109

Author(s):

Günther Westner ◽

Reinhard Madlener

Keyword(s):

Portfolio Analysis ◽

Regulatory Framework ◽

Dynamic Portfolio

Download Full-text

IDENTIFICATION OF THE MASS MEDIA COMPANY MARKET COMPETITIVE POSITION USING METHODOLOGICAL APPROACHES OF THE PORTFOLIO ANALYSIS

SCIENTIFIC BULLETIN OF POLISSIA ◽

10.25140/2410-9576-2017-2-1(9)-179-184 ◽

2017 ◽

Vol 2 (1(9)) ◽

pp. 179-184

Author(s):

D. V. Chikirisov ◽

Keyword(s):

Mass Media ◽

Portfolio Analysis ◽

Competitive Position ◽

Methodological Approaches ◽

The Mass Media ◽

Media Company

Download Full-text

Dynamic mean-variance portfolio analysis under model risk

The Journal of Computational Finance ◽

10.21314/jcf.2009.202 ◽

2009 ◽

Vol 12 (4) ◽

pp. 91-115 ◽

Cited By ~ 9

Author(s):

Daniel Kuhn ◽

Panos Parpas ◽

Berç Rustem ◽

Raquel Fonseca

Keyword(s):

Portfolio Analysis ◽

Model Risk ◽

Mean Variance Portfolio ◽

Mean Variance

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text