scientific article; zbMATH DE number 1944278
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Publication:4407579
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- Markowitz problem for a case of random environment existence
- Simplified mean-variance portfolio optimisation
- Cone-constrained continuous-time Markowitz problems
- A varying terminal time mean-variance model
- Continuous-time mean-variance portfolio selection with random horizon
- Explicit efficient frontier of a continuous-time mean-variance portfolio selection problem
- Continuous-time mean-variance portfolios: a comparison
- ON THE STABILITY OF CONTINUOUS‐TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET
- Continuous-time portfolio choice under monotone mean-variance preferences -- stochastic factor case
- Stochastic Analysis and Applications
- Markowitz principles for multi-period portfolio selection problems with moments of any order
- Naïve Markowitz policies
- Short communication: mean-stochastic-dominance portfolio selection in continuous time
- Markowitz strategies revised
- Continuous-time mean-variance efficiency: the 80\% rule
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