Pages that link to "Item:Q2407233"
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The following pages link to Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233):
Displaying 7 items.
- Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
- Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- Explicit efficient frontier of a continuous-time mean-variance portfolio selection problem (Q2712239) (← links)
- A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging (Q3121440) (← links)
- Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
- Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients (Q6562462) (← links)