Pages that link to "Item:Q2351638"
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The following pages link to Quadratic minimization with portfolio and terminal wealth constraints (Q2351638):
Displayed 7 items.
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
- Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
- Regularity of multipliers for multiobjective optimal control problems governed by evolution equations (Q2696965) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- Quadratic Hedging with Mixed State and Control Constraints (Q4625794) (← links)