Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565): Difference between revisions

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+No Arbitrage in Discrete Time Under Portfolio Constraints
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+Q4230831
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Mean-variance hedging in continuous time
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+Hedging American contingent claims with constrained portfolios
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+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
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+Convex Programming and Duality in Normed Space
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+Optimal portfolio policies with borrowing and shortsale constraints
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+Q4255599
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Stochastic Verification Theorems within the Framework of Viscosity Solutions
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