Portfolio optimization with early announced discrete dividends

DOI10.1016/j.orl.2018.09.001zbMath1476.91146OpenAlexW2893698932WikidataQ129247495 ScholiaQ129247495MaRDI QIDQ2294234

Sascha Desmettre, Sarah Grün, Ralf Korn

Publication date: 10 February 2020

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2018.09.001

zbMATH Keywords

optimal portfoliosdiscrete dividendsearly announcement

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10)

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Continuous-time stochastic control and optimization with financial applications
• Optimal Investment
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