Pages that link to "Item:Q2707157"

The following pages link to Optimal dynamic portfolio selection: multiperiod mean-variance formulation (Q2707157):

Displaying 50 items.

• Multi-period portfolio optimization: translation of autocorrelation risk to excess variance (Q1709972) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
• Non-smooth analysis method in optimal investment-BSDE approach (Q1716351) (← links)
• A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
• Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
• Hedging long-term exposures of a well-diversified portfolio with short-term stock index futures contracts (Q1719243) (← links)
• Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
• Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion (Q1723926) (← links)
• Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• Portfolio strategy of financial market with regime switching driven by geometric Lévy process (Q1724346) (← links)
• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
• Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
• Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
• Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039) (← links)
• Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
• Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841) (← links)
• An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
• Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
• A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
• Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Robust time-inconsistent stochastic control problems (Q1797115) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
• Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
• Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
• Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
• Simplified mean-variance portfolio optimisation (Q1938980) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
• Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
• Portfolio selection using multistage stochastic programming (Q1975982) (← links)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• Uncertain portfolio optimization problem under a minimax risk measure (Q1985202) (← links)
• Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
• Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
• Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
• Mutual fund theorem for continuous time markets with random coefficients (Q2015032) (← links)
• Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
• Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
• Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)