Pages that link to "Item:Q2351638"
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The following pages link to Quadratic minimization with portfolio and terminal wealth constraints (Q2351638):
Displaying 13 items.
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management (Q939577) (← links)
- Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
- Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
- Regularity of multipliers for multiobjective optimal control problems governed by evolution equations (Q2696965) (← links)
- A robust Markowitz mean-variance portfolio selection model with an intractable claim (Q2797756) (← links)
- Convex duality in constrained mean-variance portfolio optimization (Q3435391) (← links)
- Quadratic Hedging with Mixed State and Control Constraints (Q4625794) (← links)
- Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)