Pages that link to "Item:Q3435391"
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The following pages link to Convex duality in constrained mean-variance portfolio optimization (Q3435391):
Displaying 11 items.
- Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
- Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Quadratic minimization with portfolio and terminal wealth constraints (Q2351638) (← links)
- Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations (Q4610156) (← links)
- Quadratic Hedging with Mixed State and Control Constraints (Q4625794) (← links)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
- Conjugate duality in problems of constrained utility maximization (Q5190571) (← links)
- Goal achieving probabilities of cone-constrained mean-variance portfolios (Q6571860) (← links)
