Pages that link to "Item:Q2945607"
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The following pages link to Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions (Q2945607):
Displayed 4 items.
- Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements (Q5092672) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
