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

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 9,124

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Top 9,124

in Total Papers Downloads

5,076

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Risk Constrained Dynamic Active Portfolio Management

Number of pages: 20 Posted: 29 Jun 2000
Sid Browne
Columbia Business School
Downloads 1,831 (8,498)
Citation 2

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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 1,697 (9,614)
Citation 4

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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 896 (25,211)
Citation 3

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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

Abstract:

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4.

Stochastic Differential Portfolio Games

Number of pages: 27 Posted: 03 Sep 1998
Sid Browne
Columbia Business School
Downloads 652 (39,571)
Citation 1

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5.

The Risk and Rewards of Minimizing Shortfall Probability

Journal of Portfolio Management, Vol. 25, No. 4, Summer 1999
Posted: 13 Nov 1999
Sid Browne
Columbia Business School

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

Finance and Stochastics, Vol. 3, Issue 3, May 1999
Posted: 15 Jul 1999
Sid Browne
Columbia Business School

Abstract:

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