MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2005.00231.x
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+W3125997527
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Efficient hedging: cost versus shortfall risk
@@ Property / cites work: Efficient hedging: cost versus shortfall risk / rank @@
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Necessary and sufficient conditions in the problem of optimal investment in incomplete markets
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Optimum consumption and portfolio rules in a continuous-time model
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+Publication:5692941