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Alternative growth versus security in continuous dynamic trading

Author

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  • Dohi, T.
  • Tanaka, H.
  • Kaio, N.
  • Osaki, S.

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  • Dohi, T. & Tanaka, H. & Kaio, N. & Osaki, S., 1995. "Alternative growth versus security in continuous dynamic trading," European Journal of Operational Research, Elsevier, vol. 84(2), pages 265-278, July.
    • Handle: RePEc:eee:ejores:v:84:y:1995:i:2:p:265-278
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    References listed on IDEAS

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    1. K. O. Cogger & O. M. Joy & W. Ruland & P. L. Yu, 1983. "A Goal Seeking Investment Model," Management Science, INFORMS, vol. 29(9), pages 1027-1036, September.
    2. L. C. MacLean & W. T. Ziemba & G. Blazenko, 1992. "Growth Versus Security in Dynamic Investment Analysis," Management Science, INFORMS, vol. 38(11), pages 1562-1585, November.
    3. Pyle, David H & Turnovsky, Stephen J, 1970. "Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis," The Review of Economics and Statistics, MIT Press, vol. 52(1), pages 75-81, February.
    4. Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
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