Optimal portfolios with a positive lower bound on final wealth (Q5711170): Difference between revisions
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| Property / cites work: Convex duality in constrained portfolio optimization / rank | |||
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| Property / cites work: Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case / rank | |||
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| Property / cites work: On Merton’s Problem for Life Insurers / rank | |||
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| Property / cites work: A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients / rank | |||
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| Property / cites work: A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients / rank | |||
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Latest revision as of 13:04, 11 June 2024
scientific article; zbMATH DE number 2237357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios with a positive lower bound on final wealth |
scientific article; zbMATH DE number 2237357 |
Statements
Optimal portfolios with a positive lower bound on final wealth (English)
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9 December 2005
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optimal portfolios
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lower bound
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capital guarantee
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martingale method
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