MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392): Difference between revisions

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+W1791174547
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+Dynamic Asset Allocation in a Mean-Variance Framework
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Continuous-Time Markowitz's Model with Transaction Costs
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+Consistent Plans
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+Consumption-Savings Decisions with Quasi-Geometric Discounting
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
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+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
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+On the Existence of a Consistent Course of Action when Tastes are Changing
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+A Minimum Variance Result in Continuous Trading Portfolio Optimization
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+Multiple solutions under quasi-exponential discounting
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+MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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