Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715): Difference between revisions

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-Rosella Castellano
@@ Property / author: Rosella Castellano / rank @@
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+Rosella Castellano
@@ Property / author: Rosella Castellano / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2013.04.024
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@@ Property / OpenAlex ID @@
+W2038260366
@@ Property / OpenAlex ID: W2038260366 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum portfolio diversification in a general continuous-time model
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach
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+Extension of dependence properties to semi-copulas and applications to the mean-variance model
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+Optimal consumption policies in illiquid markets
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+Optimum consumption and portfolio rules in a continuous-time model
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+Markowitz's model with Euclidean vector spaces
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+Q4550917
@@ Property / cites work: Q4550917 / rank @@
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+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
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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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@@ links / mardi / name / links / mardi / name @@
+Publication:2514715