The premium of dynamic trading (Q2994858): Difference between revisions

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+Dynamic Asset Allocation in a Mean-Variance Framework
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+Continuous-Time Markowitz's Model with Transaction Costs
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Continuous-time mean-variance efficiency: the 80\% rule
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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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+Q4001511
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+A Minimum Variance Result in Continuous Trading Portfolio Optimization
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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