MoneyScience News |
| Blog Post: Luigi.Ballabio: Chapter 8, part 4 of n: step conditions Posted: 26 Jul 2015 10:36 PM PDT      |
| Posted: 26 Jul 2015 05:38 PM PDT We consider continuous-time mean-variance portfolio selection with bankruptcy prohibition under convex cone portfolio constraints. This is a long-standing and difficult problem not only because of its theoretical significance, but also for its practical importance. First of all, we transform the above problem into an equivalent mean-variance problem with bankruptcy prohibition without portfolio... Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 1600 Amphitheatre Parkway, Mountain View, CA 94043, United States | |