Goll, Thomas; Kallsen, Jan Optimal portfolios for logarithmic utility. (English) Zbl 1048.91064 Stochastic Processes Appl. 89, No. 1, 31-48 (2000). Reviewer: Alexis Derviz (Praha) MSC: 91G10 93E20 60G44 60H30 60G48 PDFBibTeX XMLCite \textit{T. Goll} and \textit{J. Kallsen}, Stochastic Processes Appl. 89, No. 1, 31--48 (2000; Zbl 1048.91064) Full Text: DOI
Cairns, Andrew Some notes on the dynamics and optimal control of stochastic pension fund models in continuous time. (English) Zbl 1018.91028 Astin Bull. 30, No. 1, 19-55 (2000). Reviewer: Gheorghe Stoica (Saint John) MSC: 91B30 60H30 PDFBibTeX XMLCite \textit{A. Cairns}, ASTIN Bull. 30, No. 1, 19--55 (2000; Zbl 1018.91028) Full Text: DOI
Perera, Ryle S. The role of index bonds in universal currency hedging. (English) Zbl 1038.91049 Appl. Math. Finance 7, No. 4, 271-284 (2000). Reviewer: José Lúis Fernandez Perez (Madrid) MSC: 91G10 91G40 PDFBibTeX XMLCite \textit{R. S. Perera}, Appl. Math. Finance 7, No. 4, 271--284 (2000; Zbl 1038.91049) Full Text: DOI
Cuoco, Domenico; Liu, Hong Optimal consumption of a divisible durable good. (English) Zbl 1031.91045 J. Econ. Dyn. Control 24, No. 4, 561-613 (2000). MSC: 91B28 91B42 91B54 PDFBibTeX XMLCite \textit{D. Cuoco} and \textit{H. Liu}, J. Econ. Dyn. Control 24, No. 4, 561--613 (2000; Zbl 1031.91045) Full Text: DOI
Cox, J. C.; Leland, H. E. On dynamic investment strategies. (English) Zbl 0960.91034 J. Econ. Dyn. Control 24, No. 11-12, 1859-1880 (2000). MSC: 91G10 PDFBibTeX XMLCite \textit{J. C. Cox} and \textit{H. E. Leland}, J. Econ. Dyn. Control 24, No. 11--12, 1859--1880 (2000; Zbl 0960.91034) Full Text: DOI
Munk, C. Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints. (English) Zbl 0951.90052 J. Econ. Dyn. Control 24, No. 9, 1315-1343 (2000). MSC: 90C40 91B70 91G10 PDFBibTeX XMLCite \textit{C. Munk}, J. Econ. Dyn. Control 24, No. 9, 1315--1343 (2000; Zbl 0951.90052) Full Text: DOI
Bielecki, T. R.; Pliska, S. R.; Sherris, M. Risk sensitive asset allocation. (English) Zbl 0951.90051 J. Econ. Dyn. Control 24, No. 8, 1145-1177 (2000). MSC: 90C40 91B28 90C15 90C20 62M05 PDFBibTeX XMLCite \textit{T. R. Bielecki} et al., J. Econ. Dyn. Control 24, No. 8, 1145--1177 (2000; Zbl 0951.90051) Full Text: DOI
Breitner, Michael H. Heuristic option pricing with neural networks and the neuro-computer synapse 3. (English) Zbl 1037.91522 Optimization 47, No. 3-4, 319-333 (2000). MSC: 91G20 49M37 90C30 68T05 PDFBibTeX XMLCite \textit{M. H. Breitner}, Optimization 47, No. 3--4, 319--333 (2000; Zbl 1037.91522) Full Text: DOI
Loewenstein, Mark On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market. (English) Zbl 0963.91059 J. Math. Econ. 33, No. 2, 209-228 (2000). Reviewer: Maxim Sokolov (Chicago) MSC: 91B28 PDFBibTeX XMLCite \textit{M. Loewenstein}, J. Math. Econ. 33, No. 2, 209--228 (2000; Zbl 0963.91059) Full Text: DOI