Risk-Constrained Dynamic Active Portfolio Management

By S. Browne. 2000

111 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/44f7bb730f8f861194a4cb5a04c388293eb6d918

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Xun Yu Zhou
2. Xue Dong He
3. Peter A. Forsyth
4. Elena Vigna
5. F. Menoncin
6. Nicholas Barberis
7. Huyen Pham
8. Zuo Quan Xu

Citations in the corpus

• PORTFOLIO CHOICE VIA QUANTILES (2010, background): “Browne (1999, 2000) primarily employs the dynamic programming and HJB equation to solve the problem.”
• PORTFOLIO MANAGEMENT WITH CONSTRAINTS (2007, unknown): “This relationship has been documented by Browne (1999, 2000).”
• Optimal Decentralized Investment Management (2008, unknown): “The compensation scheme for the asset managers may also be non-linear and/or asymmetric, as in Browne (1999, 2000), Carpenter (2000), and Basak, Pavlova, and Shapiro (2005), for example.”