Pages that link to "Item:Q5855952"
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The following pages link to Semimartingale theory of monotone mean–variance portfolio allocation (Q5855952):
Displaying 5 items.
- MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES (Q3446062) (← links)
- Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- Dynamic portfolio choice without cash (Q5234295) (← links)
- Constrained Monotone Mean-Variance Problem with Random Coefficients (Q6169625) (← links)