Pages that link to "Item:Q5692941"
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The following pages link to MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941):
Displayed 7 items.
- A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- A note on the mean-variance criteria for discrete time financial markets (Q2508065) (← links)
- Bankruptcy in long-term investments (Q3605238) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)