Pages that link to "Item:Q859607"
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The following pages link to The mean-variance investment problem in a constrained financial market (Q859607):
Displaying 13 items.
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Goal achieving probabilities of constrained mean-variance strategies (Q552995) (← links)
- Mean-variance efficiency when investors are not required to invest all their money (Q1262816) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← 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)
- THE RELATION BETWEEN INVESTOR'S GREEDINESS AND THE ASSET PRICE IN THE MEAN-VARIANCE MARKET (Q4399711) (← links)
- Adjustment costs in mean-variance efficiency analysis (Q4883834) (← links)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
- MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941) (← links)