Pages that link to "Item:Q1203746"

The following pages link to Convex duality in constrained portfolio optimization (Q1203746):

Displaying 50 items.

• Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
• Optimal risk-sharing with effort and project choice (Q2370508) (← links)
• Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
• The equity risk premium and the riskfree rate in an economy with borrowing constraints (Q2459034) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
• Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
• Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
• Utility maximization in incomplete markets (Q2572389) (← links)
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
• Restricted risk measures and robust optimization (Q2629722) (← links)
• Consumption and investment with interest rate risk (Q2633849) (← links)
• A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems (Q2657013) (← links)
• A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices (Q2661755) (← links)
• No free lunch for markets with multiple numéraires (Q2686002) (← links)
• Study of constrained portfolio model on optimization of utility from terminal wealth. (Q2779039) (← links)
• Portfolio optimization under shortfall risk constraint (Q2817245) (← links)
• The effect of estimation in high-dimensional portfolios (Q2847243) (← links)
• A concise characterization of optimal consumption with logarithmic preferences (Q2862512) (← links)
• Multivariate utility maximization with proportional transaction costs and random endowment (Q2910904) (← links)
• Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions (Q2945607) (← links)
• Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
• SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
• GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
• The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
• A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
• Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820) (← links)
• EQUITY ALLOCATION AND PORTFOLIO SELECTION IN INSURANCE: A SIMPLIFIED PORTFOLIO MODEL (Q3022041) (← links)
• Optimal portfolio selection strategies under some constraints (Q3054702) (← links)
• Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
• Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
• PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
• Utility maximization under<font><i>g</i>*</font>-expectation (Q3185982) (← links)
• (Q3385928) (← links)
• On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377) (← links)
• No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
• Convex duality in constrained mean-variance portfolio optimization (Q3435391) (← links)
• Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
• EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS (Q3498240) (← links)
• MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS (Q3553254) (← links)
• Duality in static hedging of barrier options (Q3625230) (← links)
• Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework (Q3632847) (← links)
• OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS (Q4372020) (← links)
• An Anticipating Calculus Approach to the Utility Maximization of an Insider (Q4409044) (← links)
• Anticipative portfolio optimization under constraints and a higher interest rate for borrowing (Q4542189) (← links)
• Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
• Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
• Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841) (← links)
• A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) (← links)
• Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations (Q4610156) (← links)