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Finite horizon portfolio selection with a negative wealth constraint - MaRDI portal

Finite horizon portfolio selection with a negative wealth constraint (Q2423686)

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Finite horizon portfolio selection with a negative wealth constraint
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    title
    Finite horizon portfolio selection with a negative wealth constraint (English)
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    author
    Junkee Jeon
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    Yong Hyun Shin
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    publication date
    20 June 2019
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    zbMATH DE Number
    7069141
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    zbMATH Keywords
    portfolio selection
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    negative wealth constraints
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    free boundary problems
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    Mellin transform
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    OpenAlex ID
    W2914598168
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    Wikidata QID
    Q128360274
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