Volume 18, Issue 2 | Asia-Pacific Financial Markets

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Volume 18, Issue 2

May 2011

Special Issue: Recent Advances in Portfolio Selection Problems

Issue Editor:

Hiroshi Ishijima

6 articles in this issue

Preface
Hiroshi Ishijima
OriginalPaper 19 October 2010 Pages: 129 - 129
Dynamic Investment Strategies to Reaction–Diffusion Systems Based upon Stochastic Differential Utilities
Akira Kashiwabara
Nobuhiro Nakamura
OriginalPaper 19 October 2010 Pages: 131 - 150
On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk
Toshiki Honda
Shoji Kamimura
OriginalPaper 24 October 2010 Pages: 151 - 166
The Regime Switching Portfolios
Hiroshi Ishijima
Masaki Uchida
OriginalPaper 24 October 2010 Pages: 167 - 189
Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs
Yuichi Takano
Jun-ya Gotoh
OriginalPaper 26 October 2010 Pages: 191 - 211
Log Mean-Variance Portfolio Selection Under Regime Switching
Hiroshi Ishijima
Masaki Uchida
OriginalPaper 13 November 2010 Pages: 213 - 229