Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987): Difference between revisions

@@ Property / author @@
-Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
-Normal rank
@@ Property / author @@
-Li, Duan
@@ Property / author: Li, Duan / rank @@
-Normal rank
@@ Property / author @@
+Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
+Normal rank
@@ Property / author @@
+Li, Duan
@@ Property / author: Li, Duan / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G30
@@ Property / Mathematics Subject Classification ID: 91G30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C15
@@ Property / Mathematics Subject Classification ID: 90C15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C39
@@ Property / Mathematics Subject Classification ID: 90C39 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6636264
@@ Property / zbMATH DE Number: 6636264 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic interest rate
@@ Property / zbMATH Keywords: stochastic interest rate / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multi-period mean-variance portfolio selection
+Normal rank
@@ Property / zbMATH Keywords @@
+uncontrollable liability
@@ Property / zbMATH Keywords: uncontrollable liability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming
@@ Property / zbMATH Keywords: dynamic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lagrangian duality
@@ Property / zbMATH Keywords: Lagrangian duality / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57445404
@@ Property / Wikidata QID: Q57445404 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2016.01.049
+Normal rank
@@ Property / OpenAlex ID @@
+W2279261036
@@ Property / OpenAlex ID: W2279261036 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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@@ links / mardi / name / links / mardi / name @@
+Publication:322987