Pages that link to "Item:Q5692941"
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The following pages link to MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941):
Displayed 24 items.
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
- A note on the mean-variance criteria for discrete time financial markets (Q2508065) (← links)
- Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
- A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Bankruptcy in long-term investments (Q3605238) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- Multi-time state mean-variance model in continuous time (Q5016146) (← links)
- Point-to-point stochastic control of a self-financing portfolio (Q5106290) (← links)
- Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
- Dynamic portfolio choice without cash (Q5234295) (← links)
- MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
- POLYNOMIAL UTILITY (Q6119777) (← links)
- Portfolio selection with exploration of new investment assets (Q6168501) (← links)