Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Mou-Hsiung Chang
Information about the author Mou-Hsiung Chang will soon be added to the site.
Found
3 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
A Stochastic Portfolio Optimization Model with Bounded Memory
2011
This paper considers a portfolio management problem of Merton's type in which the...
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs – part II
2007
This paper is the continuation of the paper entitled ‘Hereditary portfolio...
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs – part I
2007
This is the first of the two companion papers which treat an infinite time horizon...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
