Pages that link to "Item:Q5692941"
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The following pages link to MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941):
Displayed 13 items.
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
- A note on the mean-variance criteria for discrete time financial markets (Q2508065) (← links)
- Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
- Bankruptcy in long-term investments (Q3605238) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)