Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Explicit solutions for continuous time mean-variance portfolio selection
  with nonlinear wealth equations   This paper concerns the continuous time mean-variance portfolio selection
problem with a special nonlinear wealth equation. This nonlinear wealth
equation has a nonsmooth coefficient and the dual method developed in [6] does
not work. We invoke the HJB equation of this problem and give an explicit
viscosity solution of the HJB equation. Furthermore, via this explicit
viscosity solution, we obtain explicitly the efficient portfolio strategy and
efficient frontier for this problem. Finally, we show that our nonlinear wealth
equation can cover three important cases.

29
The categories of this paper are: funct-an
5
The categories of this paper are: gr-qc
23
The categories of this paper are: solv-int
25
The categories of this paper are: patt-sol
30
The categories of this paper are: q-alg
16
The categories of this paper are: stat
11
The categories of this paper are: hep-lat
20
The categories of this paper are: acc-phys
7
The categories of this paper are: hep-th
26
The categories of this paper are: bayes-an
22
The categories of this paper are: chao-dyn
35
The categories of this paper are: mtrl-th
6
The categories of this paper are: astro-ph
3
The categories of this paper are: physics
34
The categories of this paper are: chem-ph
10
The categories of this paper are: q-bio