Pages that link to "Item:Q1350471"
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The following pages link to Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471):
Displaying 5 items.
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239) (← links)
- Dynamic optimal hedge ratio design when price and production are stochastic with jump (Q2675247) (← links)
- On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
- Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786) (← links)
