Dynamic mean-variance portfolio selection with liability and no-shorting constraints (Q4918893)
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scientific article; zbMATH DE number 6161101
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| English | Dynamic mean-variance portfolio selection with liability and no-shorting constraints |
scientific article; zbMATH DE number 6161101 |
Statements
7 May 2013
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mean-variance portfolio selection
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HJB equation
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viscosity supersolution
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liability
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no short-selling
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0.901021122932434
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0.8725176453590393
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0.8572198152542114
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0.847369372844696
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0.8365975022315979
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