Pages that link to "Item:Q2712239"
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The following pages link to Explicit efficient frontier of a continuous-time mean-variance portfolio selection problem (Q2712239):
Displaying 17 items.
- Mean-variance portfolio selection with margin requirements (Q355783) (← links)
- The explicit derivation of the efficient portfolio frontier in the case of degeneracy and general singularity (Q580154) (← links)
- Behavioral mean-variance portfolio selection (Q724154) (← links)
- Efficient frontier of utility and CVaR (Q836867) (← links)
- Properties of Stein (Lyapunov) iterations for solving a general Riccati equation (Q884499) (← links)
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework (Q1573569) (← links)
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (Q1583219) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
- Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223) (← links)
- (Q2984046) (← links)
- A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging (Q3121440) (← links)
- (Q3386312) (← links)
- (Q4203956) (← links)
- Mean‐Semivariance Efficient Frontier: A Downside Risk Model for Portfolio Selection (Q5460659) (← links)