scientific article; zbMATH DE number 5012436
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Publication:3373620
zbMATH Open1151.91551MaRDI QIDQ3373620FDOQ3373620
Publication date: 13 March 2006
Title of this publication is not available (Why is that?)
Cited In (4)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor
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- The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility
- Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints
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- Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints π π
- An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints π π
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- Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization π π
- An Ξ΅-Optimal Portfolio with Stochastic Volatility π π
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