Pages that link to "Item:Q859607"
From MaRDI portal
The following pages link to The mean-variance investment problem in a constrained financial market (Q859607):
Displaying 7 items.
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← 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)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
