Smith James E

James E Smith

Information about the author James E Smith will soon be added to the site.
Found 4 papers in total
Risk Aversion, Information Acquisition, and Technology Adoption
Risk Aversion, Information Acquisition, and Technology Adoption
2017
We use a dynamic programming model to study the impacts of risk aversion on...
Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds
Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds
2011
We consider the problem of dynamic portfolio optimization in a discrete-time,...
Information relaxations and duality in stochastic dynamic programs
Information relaxations and duality in stochastic dynamic programs
2010
We describe a general technique for determining upper bounds on maximal values (or...
On the choice of baselines in multiattribute portfolio analysis: A cautionary note
On the choice of baselines in multiattribute portfolio analysis: A cautionary note
2009
In multiattribute portfolio optimization, a decision maker must evaluate a number of...
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