Continuous-time portfolio optimization under terminal wealth constraints (Q4845095): Difference between revisions

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+Convex duality in constrained portfolio optimization
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+Mean-variance hedging in continuous time
@@ Property / cites work: Mean-variance hedging in continuous time / rank @@
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@@ Property / cites work @@
+Q3928936
@@ Property / cites work: Q3928936 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization Problems in the Theory of Continuous Trading
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@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01415674
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@@ Property / OpenAlex ID @@
+W2027659481
@@ Property / OpenAlex ID: W2027659481 / rank @@
+Normal rank