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  • Search: subject:"quadratic optimization problems"
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Financial market 1 Finanzmarkt 1 Hedging 1 Mathematical programming 1 Mathematische Optimierung 1 Mean-variance hedging 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 deterministic strategies 1 financial markets 1 mean-variance portfolio selection 1 partial information 1 quadratic optimization problems 1 restricted information 1 type (A) semimartingales 1
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Article in journal 1 Aufsatz in Zeitschrift 1 Conference paper 1 Konferenzbeitrag 1
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English 1
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Schweizer, Martin 1 Zivoi, Danijel 1 Ṥikić, Mario 1
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International journal of theoretical and applied finance 1
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ECONIS (ZBW) 1
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Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin; Zivoi, Danijel; Ṥikić, Mario - In: International journal of theoretical and applied finance 21 (2018) 2, pp. 1-38
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