Pages that link to "Item:Q5045197"
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The following pages link to Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197):
Displaying 5 items.
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982) (← links)
- Constrained Monotone Mean-Variance Problem with Random Coefficients (Q6169625) (← links)
- Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6577514) (← links)