Pages that link to "Item:Q1948703"
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The following pages link to Cone-constrained continuous-time Markowitz problems (Q1948703):
Displaying 12 items.
- Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
- Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients (Q6562462) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)
