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Portfolio selection subject to growth objectives

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Publication:953706
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DOI10.1016/j.jedc.2003.04.009zbMath1202.91298OpenAlexW2036483511MaRDI QIDQ953706

Klaus Hellwig

Publication date: 6 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2003.04.009

zbMATH Keywords

growthportfolio management


Mathematics Subject Classification ID

Portfolio theory (91G10)


Related Items

Sustainability revisited, AN AXIOMATIC APPROACH TO SUSTAINABILITY, Asset management with endogenous withdrawals under a drawdown constraint



Cites Work

  • Unnamed Item
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  • Maintaining capital intact and WARP
  • Value preserving portfolio strategies and the minimal martingale measure
  • Value preserving portfolio strategies in continuous-time models
  • On value preserving and growth optimal portfolios
  • Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
  • Growth and utility maximization.
  • Utility maximization under capital growth constraints
  • Optimal Strategies for Prudent Investors
  • Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios
  • Value management
  • Stationary Ordinal Utility and Impatience
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