Pages that link to "Item:Q5472785"
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The following pages link to MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785):
Displaying 14 items.
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Structure condition under initial enlargement of filtration (Q2360964) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
- Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
- $\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE (Q3621564) (← links)
- The premium of dynamic trading in a discrete-time setting (Q4554212) (← links)
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814) (← links)
