Pages that link to "Item:Q4646491"
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The following pages link to Optimal portfolio selection and compression in an incomplete market (Q4646491):
Displaying 6 items.
- Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← links)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- Mutual fund theorem for continuous time markets with random coefficients (Q2015032) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Optimal portfolio and certainty equivalence estimator for the appreciation rate (Q2674826) (← links)
- On the structure of multifactor optimal portfolio strategies (Q4646821) (← links)
