Pages that link to "Item:Q1789866"

The following pages link to Dynamic mean-variance model with borrowing constraint under the constant elasticity of variance process (Q1789866):

Displaying 7 items.

• Optimal investment and consumption decisions under the constant elasticity of variance model (Q474344) (← links)
• Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
• Optimal portfolio management in a modified constant elasticity of variance model (Q1742187) (← links)
• Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
• Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
• Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
• On the constant elasticity of variance model for the utility maximization problem with multiple risky assets (Q5382722) (← links)