Pages that link to "Item:Q2886646"
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The following pages link to Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization (Q2886646):
Displaying 7 items.
- A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- Global-asset portfolio decision optimization with random parameters in the framework of LQ theory (Q2885638) (← links)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
- Target achieving portfolio under model misspecification: quadratic optimization framework (Q3144059) (← links)
- (Q3373620) (← links)
- OPTIMAL NET INVESTMENT WEALTH WITH DISCOUNTED STOCHASTIC CASH FLOWS AND EFFICIENT FRONTIER (Q5168218) (← links)