Search Results - subject:"Mean–variance portfolio selection"

Černý, Aleš; Czichowsky, Christoph; Kallsen, Jan - In: Mathematics of operations research 49 (2024) 2, pp. 752-781

Persistent link: https://www.econbiz.de/10014564364

Zhang, Yumo - In: Risks 9 (2021) 4, pp. 1-21

This paper considers a mean-variance portfolio selection problem when the stock price has a 3/2 stochastic volatility …

Persistent link: https://www.econbiz.de/10013200730

Zhang, Yumo - In: Risks : open access journal 9 (2021) 4, pp. 1-21

This paper considers a mean-variance portfolio selection problem when the stock price has a 3/2 stochastic volatility …

Persistent link: https://www.econbiz.de/10012508614

Shen, Yang - In: Risks 8 (2020) 3, pp. 1-34

consider two mean-variance portfolio selection problems under Heston's stochastic volatility model. In the first problem, the …

Persistent link: https://www.econbiz.de/10013200603

Shen, Yang - In: Risks : open access journal 8 (2020) 3/70, pp. 1-34

consider two mean-variance portfolio selection problems under Heston's stochastic volatility model. In the first problem, the …

Persistent link: https://www.econbiz.de/10012293125

Zhang, Yumo - In: Annals of finance 18 (2022) 4, pp. 511-544

Persistent link: https://www.econbiz.de/10013489465

Blanchet, Jose; Chen, Lin; Zhou, Xun Yu - In: Management science : journal of the Institute for … 68 (2022) 9, pp. 6382-6410

Persistent link: https://www.econbiz.de/10013373005

Dai, Zhifeng; Kang, Jie - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4784-4796

Persistent link: https://www.econbiz.de/10013461378

Cui, Xiangyu; Gao, Jianjun; Shi, Yun - In: Operational research : an international journal 21 (2021) 2, pp. 1333-1354

Persistent link: https://www.econbiz.de/10012584207

Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying - In: Finance and stochastics 25 (2021) 3, pp. 529-561

Persistent link: https://www.econbiz.de/10012585986

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