Image de couverture de livre

Relaxing the Differentiability Assumption in Taylor Theorem and Optimization: Applications to the HJB PDE and Finance

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Alghalith, Moawia
Format:	Preprint
Publié:	2012
Sujets:	Portfolio Management Analysis of PDEs 35-xx
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

The Benjamin-Ono equation with quasi-periodic data
par: Papenburg, Hagen
Publié: (2025)

Goal-based portfolio selection with mental accounting
par: Bayraktar, Erhan, et autres
Publié: (2025)

Stochastic control on the half-line and applications to the optimal dividend/consumption problem
par: Zawisza, Dariusz
Publié: (2017)

Approximation of Multiple Integrals over Hyperboloids with Application to a Quadratic Portfolio with Options
par: Kamdem, Jules Sadefo, et autres
Publié: (2003)

Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
par: Yamamichi, Hiroki
Publié: (2025)

Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
par: Yi, Wang, et autres
Publié: (2026)

Withdrawal Success Optimization
par: Brown, Hayden
Publié: (2023)

Application of the Kelly Criterion to Prediction Markets
par: Meister, Bernhard K
Publié: (2024)

Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications
par: Mascomère, Jean-Patrick, et autres
Publié: (2025)

Application and practice of AI technology in quantitative investment
par: Bi, Shuochen, et autres
Publié: (2024)

Multimodal Deep Reinforcement Learning for Portfolio Optimization
par: Nawathe, Sumit, et autres
Publié: (2024)

LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
par: Valeyre, Sebastien, et autres
Publié: (2024)

The Holonomy of Optimal Mass Transport: The Gaussian-Linear Case
par: Abdelgalil, Mahmoud, et autres
Publié: (2024)

Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
par: Jaffri, Ali, et autres
Publié: (2025)

Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
par: Chang, Yen Jui, et autres
Publié: (2025)

Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform
par: Suárez, Fernando, et autres
Publié: (2025)

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
par: Wysocki, Maciej, et autres
Publié: (2025)

Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
par: Engel, Ryan, et autres
Publié: (2025)

Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
par: Cho, Hanyong, et autres
Publié: (2026)

EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
par: Luo, Haochen, et autres
Publié: (2025)

Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
par: Alonso, Miquel Noguer i
Publié: (2026)

3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
par: Chen, Kefan, et autres
Publié: (2025)

Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
par: Yadav, Rupendra, et autres
Publié: (2025)

A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
par: Huang, Gang, et autres
Publié: (2024)

Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
par: Coronado-Vaca, M.
Publié: (2025)

Mesoscopic Structure of the Stock Market and Portfolio Optimization
par: Zema, Sebastiano Michele, et autres
Publié: (2021)

On Bond Portfolio Management
par: Kargin, Vladislav
Publié: (2002)

Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
par: Lelong, Jérôme, et autres
Publié: (2024)

Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
par: Acharya, Atithi, et autres
Publié: (2024)

Portfolio Optimization via Transfer Learning
par: Wang, Kexin, et autres
Publié: (2025)

Semiparametric Dynamic Copula Models for Portfolio Optimization
par: Pareek, Savita, et autres
Publié: (2025)

Dividend ratcheting and capital injection under the Cramér-Lundberg model: Strong solution and optimal strategy
par: Guan, Chonghu, et autres
Publié: (2026)

Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
par: Jeleskovic, Vahidin, et autres
Publié: (2023)

Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems
par: De León, Irene, et autres
Publié: (2025)

Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
par: Chakraborty, Biswarup
Publié: (2025)

Market Dynamics of Information Avalanches
par: Meister, Bernhard K
Publié: (2026)

Dynamic Black-Litterman
par: Abdelhakmi, Anas, et autres
Publié: (2024)

Indifference pricing of pure endowments in a regime-switching market model
par: Cretarola, Alessandra, et autres
Publié: (2023)

Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
par: Li, Jing, et autres
Publié: (2025)

Comparing Mixture, Box, and Wasserstein Ambiguity Sets in Distributionally Robust Asset Liability Management
par: Ghahtarani, Alireza, et autres
Publié: (2026)