PORTFOLIO MANAGEMENT WITH CONSTRAINTS
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Publication:5427659
DOI10.1111/j.1467-9965.2007.00306.xzbMath1186.91191OpenAlexW2004727703MaRDI QIDQ5427659
Publication date: 21 November 2007
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2007.00306.x
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Cites Work
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- Quantile hedging
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- Risk Management with Benchmarking
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Reaching goals by a deadline: digital options and continuous-time active portfolio management
- Optimal investment with minimum performance constraints
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