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

Bjarne Højgaard, Michael Taksar

Research output: Contribution to journal › Journal article › Research › peer-review

72 Citations (Scopus)

Abstract

Udgivelsesdato: JUN

@article{860a1070271311db8514000ea68e967b,

title = "Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy",

abstract = "Udgivelsesdato: JUN",

author = "Bjarne H{\o}jgaard and Michael Taksar",

year = "2004",

language = "English",

volume = "4",

pages = "315--327",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Routledge",

number = "3",

}