Simplified mean-variance portfolio optimisation (Q1938980): Difference between revisions

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+Financial markets theory. Equilibrium, efficiency and information
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+Rational hedging and valuation of integrated risks under constant absolute risk aversion.
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+On the law of one price
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+The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences
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+On transformations of actuarial valuation principles.
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+On quadratic hedging in continuous time
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+RISKY OPTIONS SIMPLIFIED
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+From actuarial to financial valuation principles
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+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
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+Publication:1938980