Pages that link to "Item:Q4906508"
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The following pages link to Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508):
Displaying 9 items.
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Optional and predictable projections of normal integrands and convex-valued processes (Q2359142) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations (Q4610156) (← links)
- On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809) (← links)
