Pages that link to "Item:Q1709945"
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The following pages link to Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945):
Displayed 6 items.
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
- Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
- Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197) (← links)
- Constrained mean-variance portfolio optimization for jump-diffusion process under partial information (Q6092929) (← links)