Pages that link to "Item:Q355783"
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The following pages link to Mean-variance portfolio selection with margin requirements (Q355783):
Displaying 5 items.
- Viscosity solution of mean-variance portfolio selection of a jump Markov process with no-shorting constraints (Q670237) (← links)
- Performance evaluation of portfolios with margin requirements (Q1718776) (← links)
- A martingale characterization of consumption choices and hedging costs with margin requirements (Q2707156) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements (Q5092672) (← links)
- Portfolio selection with marginal risk control (Q5411509) (← links)