Pages that link to "Item:Q3435391"
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The following pages link to Convex duality in constrained mean-variance portfolio optimization (Q3435391):
Displaying 26 items.
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Dynamic robust duality in utility maximization (Q519879) (← links)
- On the convexity of the portfolio choice set (Q899857) (← links)
- Optimality conditions for portfolio optimization problems with convex deviation measures as objective functions (Q1026966) (← links)
- Convex duality in constrained portfolio optimization (Q1203746) (← links)
- Duality for portfolio optimization with short sales (Q1396969) (← links)
- Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
- Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
- Portfolio replication: its forward-dual decomposition (Q1778991) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Portfolio optimization under convex incentive schemes (Q2255013) (← links)
- Quadratic minimization with portfolio and terminal wealth constraints (Q2351638) (← 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)
- (Q3385928) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations (Q4610156) (← links)
- Quadratic Hedging with Mixed State and Control Constraints (Q4625794) (← links)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- CONIC CVA AND DVA FOR OPTION PORTFOLIOS (Q5147998) (← links)
- Conjugate duality in problems of constrained utility maximization (Q5190571) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900044) (← links)
- Goal achieving probabilities of cone-constrained mean-variance portfolios (Q6571860) (← links)