Ausgabe 2/2011
Special Issue: Recent Advances in Portfolio Selection Problems
Inhalt (6 Artikel)
Dynamic Investment Strategies to Reaction–Diffusion Systems Based upon Stochastic Differential Utilities
Akira Kashiwabara, Nobuhiro Nakamura
On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk
Toshiki Honda, Shoji Kamimura
Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs
Yuichi Takano, Jun-ya Gotoh