Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178): Difference between revisions

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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Asset and liability management under a continuous-time mean-variance optimization framework
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
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