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  • Search: subject:"Intertemporal wealth constraint"
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Conjugate duality 1 Intertemporal wealth constraint 1 Lagrange multiplier 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio constraint 1 Portfolio optimization 1 Portfolio selection 1 Portfolio-Management 1 Slater condition 1 Stochastic control 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Heunis, Andrew J. 1 Zhu, Dian 1
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Annals of finance 1
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Quadratic minimization with portfolio and intertemporal wealth constraints
Zhu, Dian; Heunis, Andrew J. - In: Annals of finance 13 (2017) 3, pp. 299-340
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