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

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+Financial markets theory. Equilibrium, efficiency and information
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+Projection pricing
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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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+Claim hedging in an incomplete market
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+The mean-variance investment problem in a constrained financial market
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