Viscosity Solution of Mean-Variance Portfolio Selection of a Jump Markov Process with No-Shorting Constraints by Moussa Kounta

“…We consider the so-called mean-variance portfolio selection problem in continuous time under the constraint that the short-selling of stocks is prohibited where all the market coefficients are random processes. …”
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Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a Dual Risk Model by Lidong Zhang, Ximin Rong, Ziping Du

“…We assume that the company can invest into a risk-free asset and a risky asset. Short-selling and borrowing money are allowed. Due to lack of iterated-expectation property, the Bellman Optimization Principle does not hold. …”
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Une transition économique inattendue : vers le « cupidalisme » ? by Wladimir Andreff

“…Asset grabbing relies on bad practices such as the under-estimation of asset value, asset tunneling, price and rate manipulations in financial markets, short selling, a systematic lending to insolvents, financial pyramids, fraud, swindling and even economic crime. …”
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