Sid Browne

Columbia Business School

Professor

3022 Broadway

402 Uris Hall

New York, NY 10027

United States

http://www.gsb.columbia.edu/divisions/dro/browne.html

  • Columbia Business School

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    • Tel: 212-854-8173
    • Fax: 212-316-9180
SCHOLARLY PAPERS

6

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5,130

SSRN CITATIONS
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SSRN RANKINGS

Top 29,435

in Total Papers Citations

28

CROSSREF CITATIONS

1

Scholarly Papers (6)

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1.

Risk Constrained Dynamic Active Portfolio Management

Number of pages: 20 Posted: 29 Jun 2000
Sid Browne
Columbia Business School
Downloads 1,842 (10,437)
Citation 7

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2.

Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management

2-18-96
Number of pages: 38 Posted: 22 Jan 1997
Sid Browne
Columbia Business School
Downloads 1,723 (11,613)
Citation 11

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3.

Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time

Downloads 910 ( 30,483)

Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time

Number of pages: 31 Posted: 01 Feb 1997
Sid Browne
Columbia Business School
Downloads 910 (30,092)
Citation 8

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Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time

Mathematics of Operations Research, May 1997
Posted: 15 Jun 1998
Sid Browne
Columbia Business School

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4.

Stochastic Differential Portfolio Games

Number of pages: 27 Posted: 03 Sep 1998
Sid Browne
Columbia Business School
Downloads 655 (47,757)
Citation 5

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5.

The Risk and Rewards of Minimizing Shortfall Probability

Posted: 13 Nov 1999
Sid Browne
Columbia Business School

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6.

Beating a Moving Target: Optimal Portfolio Strategies for Outperforming a Stochastic Benchmark

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