FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2004727703> ?p ?o ?g. }

• W2004727703 endingPage "343" @default.
• W2004727703 startingPage "319" @default.
• W2004727703 abstract "The traditional portfolio selection problem concerns an agent whose objective is to maximize the expected utility of terminal wealth over some horizon. This basic problem can be modified by adding constraints. In this paper we investigate the portfolio selection problem for an investor who desires to outperform some benchmark index with a certain confidence level. The benchmark is chosen to reflect some particular investment objective and it can be either deterministic or stochastic. The optimal strategy for this class of problems can lead to nonconvex constraints raising issues of existence and uniqueness. We solve this optimal portfolio selection problem and investigate the procedure for both deterministic and stochastic benchmarks." @default.
• W2004727703 created "2016-06-24" @default.
• W2004727703 creator A5049377641 @default.
• W2004727703 creator A5051215415 @default.
• W2004727703 date "2007-06-27" @default.
• W2004727703 modified "2023-10-12" @default.
• W2004727703 title "PORTFOLIO MANAGEMENT WITH CONSTRAINTS" @default.
• W2004727703 cites W1509668884 @default.
• W2004727703 cites W1966701888 @default.
• W2004727703 cites W1976074169 @default.
• W2004727703 cites W1988295558 @default.
• W2004727703 cites W1991510170 @default.
• W2004727703 cites W2005158847 @default.
• W2004727703 cites W2006776755 @default.
• W2004727703 cites W2012131330 @default.
• W2004727703 cites W2028783080 @default.
• W2004727703 cites W2038225978 @default.
• W2004727703 cites W2045501766 @default.
• W2004727703 cites W2046623907 @default.
• W2004727703 cites W2060622579 @default.
• W2004727703 cites W2090220594 @default.
• W2004727703 cites W2112408160 @default.
• W2004727703 cites W2120926346 @default.
• W2004727703 cites W2142105585 @default.
• W2004727703 cites W2142859812 @default.
• W2004727703 cites W2148000737 @default.
• W2004727703 cites W2171361952 @default.
• W2004727703 cites W2176146775 @default.
• W2004727703 cites W3121175796 @default.
• W2004727703 cites W3121547422 @default.
• W2004727703 cites W3122673712 @default.
• W2004727703 cites W3123052191 @default.
• W2004727703 cites W3123552065 @default.
• W2004727703 cites W3123806360 @default.
• W2004727703 cites W3123942473 @default.
• W2004727703 cites W3124756721 @default.
• W2004727703 cites W3125603589 @default.
• W2004727703 cites W4238035223 @default.
• W2004727703 cites W4255980918 @default.
• W2004727703 doi "https://doi.org/10.1111/j.1467-9965.2007.00306.x" @default.
• W2004727703 hasPublicationYear "2007" @default.
• W2004727703 type Work @default.
• W2004727703 sameAs 2004727703 @default.
• W2004727703 citedByCount "58" @default.
• W2004727703 countsByYear W20047277032012 @default.
• W2004727703 countsByYear W20047277032013 @default.
• W2004727703 countsByYear W20047277032014 @default.
• W2004727703 countsByYear W20047277032015 @default.
• W2004727703 countsByYear W20047277032016 @default.
• W2004727703 countsByYear W20047277032017 @default.
• W2004727703 countsByYear W20047277032018 @default.
• W2004727703 countsByYear W20047277032019 @default.
• W2004727703 countsByYear W20047277032020 @default.
• W2004727703 countsByYear W20047277032021 @default.
• W2004727703 countsByYear W20047277032022 @default.
• W2004727703 countsByYear W20047277032023 @default.
• W2004727703 crossrefType "journal-article" @default.
• W2004727703 hasAuthorship W2004727703A5049377641 @default.
• W2004727703 hasAuthorship W2004727703A5051215415 @default.
• W2004727703 hasConcept C10138342 @default.
• W2004727703 hasConcept C103144560 @default.
• W2004727703 hasConcept C109271563 @default.
• W2004727703 hasConcept C126255220 @default.
• W2004727703 hasConcept C13280743 @default.
• W2004727703 hasConcept C134306372 @default.
• W2004727703 hasConcept C136764020 @default.
• W2004727703 hasConcept C144237770 @default.
• W2004727703 hasConcept C154945302 @default.
• W2004727703 hasConcept C15952604 @default.
• W2004727703 hasConcept C162324750 @default.
• W2004727703 hasConcept C175444787 @default.
• W2004727703 hasConcept C181622380 @default.
• W2004727703 hasConcept C185798385 @default.
• W2004727703 hasConcept C187736073 @default.
• W2004727703 hasConcept C202655437 @default.
• W2004727703 hasConcept C205649164 @default.
• W2004727703 hasConcept C21099588 @default.
• W2004727703 hasConcept C2777021972 @default.
• W2004727703 hasConcept C2777212361 @default.
• W2004727703 hasConcept C2777382242 @default.
• W2004727703 hasConcept C2780821815 @default.
• W2004727703 hasConcept C33923547 @default.
• W2004727703 hasConcept C41008148 @default.
• W2004727703 hasConcept C74510933 @default.
• W2004727703 hasConcept C81917197 @default.
• W2004727703 hasConceptScore W2004727703C10138342 @default.
• W2004727703 hasConceptScore W2004727703C103144560 @default.
• W2004727703 hasConceptScore W2004727703C109271563 @default.
• W2004727703 hasConceptScore W2004727703C126255220 @default.
• W2004727703 hasConceptScore W2004727703C13280743 @default.
• W2004727703 hasConceptScore W2004727703C134306372 @default.
• W2004727703 hasConceptScore W2004727703C136764020 @default.
• W2004727703 hasConceptScore W2004727703C144237770 @default.
• W2004727703 hasConceptScore W2004727703C154945302 @default.
• W2004727703 hasConceptScore W2004727703C15952604 @default.
• W2004727703 hasConceptScore W2004727703C162324750 @default.
• W2004727703 hasConceptScore W2004727703C175444787 @default.
• W2004727703 hasConceptScore W2004727703C181622380 @default.

• next