Pages that link to "Item:Q2779039"
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The following pages link to Study of constrained portfolio model on optimization of utility from terminal wealth. (Q2779039):
Displaying 10 items.
- Optimal portfolio on tracking the expected wealth process with liquidity constraints (Q655833) (← links)
- Convex duality in constrained portfolio optimization (Q1203746) (← links)
- Optimal investment consumption model with a higher interest rate for borrowing (Q1589816) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486) (← links)
- Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization (Q2886646) (← links)
- Optimal portfolio selection strategies under some constraints (Q3054702) (← links)
- Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900044) (← links)