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Keyword [Convex duality]
Result: 1 - 6 | Page: 1 of 1
1.
Mean-Variance Portfolio Choice Problem With Borrowing Rate Higher Than Deposit Rate: The Case Of Full Information And Partial Information
2.
Optimal Investment Based On The Several Types Of Utility Function
3.
Continuous-time Mean-variance Portfolio Selection With Margin Requirements
4.
Portfolio Optimization For Jump-diffusion Risky Assets With Common Shock Dependence:Martingale Approach
5.
Convex duality in singular control--Optimal consumption choice with intertemporal substitution and optimal investment in incomplete markets
6.
Convex duality in constrained mean-variance portfolio optimization under a regime-switching model
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