Pages that link to "Item:Q2391245"
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The following pages link to Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245):
Displaying 7 items.
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability (Q5001324) (← links)
- On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
