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Continuous-time portfolio optimization under terminal wealth constraints

https://doi.org/10.1007/bf01415674
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6/6 checkable references clean · checked 2026-08-09

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 6 checked references that resolve
resolves10.1214/aoap/1177005576
Convex Duality in Constrained Portfolio Optimization
resolves10.1214/aoap/1177005978
Mean-Variance Hedging in Continuous Time
resolves10.1137/0327063
Optimization Problems in the Theory of Continuous Trading
resolves10.1137/0325086
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
resolves10.1016/0022-0531(71)90038-X
Optimum consumption and portfolio rules in a continuous-time model
resolves10.1214/aop/1176988611
Approximating Random Variables by Stochastic Integrals
The 3 references without a DOI — listed, not checked
no DOI — not checkedFletcher R (1981) Practical methods of optimization, Volume II. John Wiley & Sons Chichester
no DOI — not checkedHipp C (1993) Hedging general claims. Proceedings Third AFIR Colloquium Rome, II: 603?613
no DOI — not checkedIoffe AD, Tichomirov VM (1979) Theorie der Extremalwertaufgaben. VEB Deutscher Verlag der Wissenschaft Berlin
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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