Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy

Quantitative Finance

Volumn 4, Issue 3, 2004, Pages 315-327

  Højgaard, Bjarne ^a   Taksar, Michael ^b  

^a AALBORG UNIVERSITY   (Denmark)

^b UNIVERSITY OF MISSOURI   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3142580933     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/4/3/007     Document Type: Article

References (36)

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