CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.0960-1627.2005.00218.x
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@@ Property / OpenAlex ID @@
+W3124574885
@@ Property / OpenAlex ID: W3124574885 / rank @@
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@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
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+Mathematics of financial markets
@@ Property / cites work: Mathematics of financial markets / rank @@
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+Q4368791
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Forward-backward stochastic differential equations and their applications
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+Optimum consumption and portfolio rules in a continuous-time model
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+Q4255599
@@ Property / cites work: Q4255599 / rank @@
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