Pages that link to "Item:Q1948703"
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The following pages link to Cone-constrained continuous-time Markowitz problems (Q1948703):
Displayed 4 items.
- Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← 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)