Pages that link to "Item:Q3578798"
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The following pages link to Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798):
Displaying 10 items.
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- Implicit American Monte Carlo methods for nonlinear functional of future portfolio value (Q1684762) (← 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)
- Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
- Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
- (Q4519487) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
