Pages that link to "Item:Q690974"
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The following pages link to On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974):
Displayed 3 items.
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982) (← links)
- Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197) (← links)
- Constrained Monotone Mean-Variance Problem with Random Coefficients (Q6169625) (← links)