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Stochastic portfolio theory
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11	THE JOURNAL OF FINANCE • VOL. LXI, NO. 5 • OCTOBER[removed]Dynamic Portfolio Selection by Augmenting the Asset Space MICHAEL W. BRANDT and PEDRO SANTA-CLARA∗ ABSTRACT Add to Reading List Source URL: docentes.fe.unl.pt Language: English - Date: 2006-10-06 00:09:48 Financial economics Mathematical finance Utility Investment Linear regression Hyperbolic absolute risk aversion Marginal conditional stochastic dominance Mutual fund separation theorem Modern portfolio theory Statistics Economics Finance
12	Optimal Pricing of Insurance and Determining of Optimal Investment Portfolio Add to Reading List Source URL: www.aria.org Language: English - Date: 2014-11-13 04:26:46 Systems theory Optimal control Equations Stochastic processes Stochastic control Hamilton–Jacobi–Bellman equation Insurance Reinsurance Economic model Statistics Control theory Mathematical optimization
13	Financial Portfolio Optimization with (O)R Operations Research & R Ronald Hochreiter (WU Vienna) 5th R/Finance, Chicago, USA. May 2013. Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-17 09:22:56 Mathematics Stochastic optimization Optimization problem AMPL Modern portfolio theory Robust optimization Global optimization Mathematical optimization Operations research Applied mathematics
14	Multistage Stochastic Mean-Variance Portfolio Analysis with Transaction Costs Nalan G¨ ulpınar, Ber¸c Rustem∗, Reuben Settergren Department of Computing, Imperial College of Science, Technology and Medicine Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2004-05-17 08:18:52 Financial risk Investment Utility Mathematical finance Modern portfolio theory Two-moment decision models Portfolio optimization Hyperbolic absolute risk aversion Mathematical optimization Financial economics Economics Finance
15	European Journal of Operational Research[removed]–168 www.elsevier.com/locate/dsw Stochastics and Statistics Post-tax optimization with stochastic programming Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2004-04-30 07:54:39 Economics Thorn Modern portfolio theory Taxation in the United Kingdom Capital gains tax Income tax in the United States Rate of return Mathematical optimization Portfolio optimization Financial economics Investment Finance
16	> REPLACE THIS LINE WITH YOUR PAPER IDENTIFICATION NUMBER (DOUBLE-CLICK HERE TO EDIT) < 1 Analyzing the Risks of Information Security Investments with Monte-Carlo Simulations Add to Reading List Source URL: infosecon.net Language: English - Date: 2006-03-16 20:15:32 Risk Risk management Mathematical finance Decision theory Investment Monte Carlo method Cost–benefit analysis Modern portfolio theory Stochastic Probability and statistics Actuarial science Applied mathematics
17	[removed]–JFQA 45(2)—00141—ms2711—Das, Markowitz, Scheid, and Statman S0022109010000141_JFQ_452_Apr_ms2711_Das-et-al_2010-0419_SH.pdf JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Page 1 Add to Reading List Source URL: ww.scu.edu Language: English - Date: 2012-03-22 04:05:33 Mathematical finance Financial risk Investment Actuarial science Harry Markowitz Modern portfolio theory Portfolio optimization Marginal conditional stochastic dominance Efficient frontier Financial economics Economics Statistics
18	Aloui -submission Cass Business School- London 2010 Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 11:00:11 Finance Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Robert F. Engle Modern portfolio theory Financial contagion Volatility smile Mathematical finance Financial economics Economics
19	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Finance Autoregressive conditional heteroskedasticity RiskMetrics Volatility Stochastic volatility Black–Scholes Modern portfolio theory Financial economics Mathematical finance Economics
20	Optimizing the Performance of Sample Mean-Variance Efficient Portfolios Chris Kirby a , Barbara Ostdiek b a Belk College of Business, University of North Carolina at Charlotte Add to Reading List Source URL: workspace.imperial.ac.uk Language: English - Date: 2012-12-19 14:32:26 Probability theory Data analysis Variance Marginal conditional stochastic dominance Sample size determination Autoregressive conditional heteroskedasticity Portfolio optimization Statistics Investment Finance

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