Portfolio selection subject to growth objectives
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References listed on IDEAS
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- Michael Magill & Martine Quinzii, 2002. "Theory of Incomplete Markets, Volume 1," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262632543, August.
- Hellwig, Klaus, 1996. " Portfolio Selection under the Condition of Value Preservation," Review of Quantitative Finance and Accounting, Springer, vol. 7(3), pages 299-305, November.
- Klaus Hellwig, 2002. "Value management," Quantitative Finance, Taylor & Francis Journals, vol. 2(2), pages 133-138.
- Hakansson, Nils H., 1971. "Capital Growth and the Mean-Variance Approach to Portfolio Selection," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(01), pages 517-557, January.
- repec:spr:compst:v:47:y:1998:i:2:p:169-179 is not listed on IDEAS
- Hellwig, K. & Speckbacher, G. & Wentges, P., 2000. "Utility maximization under capital growth constraints," Journal of Mathematical Economics, Elsevier, vol. 33(1), pages 1-12, February.
- Speckbacher, Gerhard, 1998. "Maintaining capital intact and WARP," Mathematical Social Sciences, Elsevier, vol. 36(2), pages 145-155, September.
- Ralf Korn, 2000. "Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios," Mathematical Finance, Wiley Blackwell, vol. 10(2), pages 227-241.
- repec:spr:compst:v:45:y:1997:i:1:p:1-43 is not listed on IDEAS
- Hellwig, Klaus, 2002. "Growth and utility maximization," Economics Letters, Elsevier, vol. 77(3), pages 377-380, November.
- R. Baviera & M. Pasquini & M. Serva & A. Vulpiani, 1998. "Optimal Strategies for Prudent Investors," Papers cond-mat/9804297, arXiv.org, revised Jul 1998.
- Hellwig, Klaus, 1998. "Creating value," International Review of Economics & Finance, Elsevier, vol. 7(2), pages 141-147.
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