Pages that link to "Item:Q1583148"
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The following pages link to Optimal portfolio policies with borrowing and shortsale constraints (Q1583148):
Displaying 13 items.
- Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
- Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
- Calculation of Investment Portfolios with Risk Free Borrowing and Lending (Q4047324) (← links)
- Multiple Optimal Solutions in the Portfolio Selection Model with Short-Selling (Q4812332) (← links)
- Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming (Q6164369) (← links)
