Pages that link to "Item:Q1203746"
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The following pages link to Convex duality in constrained portfolio optimization (Q1203746):
Displayed 50 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
- An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Optimal investment, consumption-leisure, insurance and retirement choice (Q470684) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
- Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
- Rational asset pricing bubbles and portfolio constraints (Q694734) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Systemic optimal risk transfer equilibrium (Q829331) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- Utility maximization with convex constraints and partial information (Q996765) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- Optimal consumption and investment under partial information (Q1029540) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Optimal consumption choices for a `large' investor (Q1128528) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- Stochastic growth: a duality approach. (Q1420881) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- Maximizing the probability of a perfect hedge (Q1578595) (← links)
- Optimal insurance demand under marked point processes shocks. (Q1578607) (← links)
- Optimal portfolio policies with borrowing and shortsale constraints (Q1583148) (← links)
- Optimal investment consumption model with a higher interest rate for borrowing (Q1589816) (← links)
- Risk management with multiple VaR constraints (Q1616838) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Non-linear filtering and optimal investment under partial information for stochastic volatility models (Q1650844) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Non-transferable non-hedgeable executive stock option pricing (Q1657589) (← links)
- Kim and Omberg revisited: the duality approach (Q1657919) (← links)
- Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
- Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
- Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing (Q1771800) (← links)