Pages that link to "Item:Q3370587"

The following pages link to CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587):

Displaying 50 items.

• 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)
• Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
• A varying terminal time mean-variance model (Q2124501) (← links)
• Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
• Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
• Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
• A regular equilibrium solves the extended HJB system (Q2294352) (← links)
• Portfolio theory for squared returns correlated across time (Q2296080) (← links)
• Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
• Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
• Quadratic minimization with portfolio and terminal wealth constraints (Q2351638) (← links)
• Continuous-time portfolio selection under ambiguity (Q2356557) (← links)
• Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
• Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
• Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
• Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
• Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
• Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
• International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
• Investment strategies and compensation of a mean-variance optimizing fund manager (Q2514727) (← links)
• Income drawdown option with minimum guarantee (Q2514762) (← links)
• Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
• Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
• Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
• Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
• A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems (Q2657013) (← links)
• A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
• Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (Q2661546) (← links)
• Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
• Time-varying mean-variance portfolio selection problem solving via LVI-PDNN (Q2669682) (← links)
• Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
• Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
• Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
• A robust Markowitz mean-variance portfolio selection model with an intractable claim (Q2797756) (← links)
• Continuous-time mean-variance portfolios: a comparison (Q2868909) (← links)
• Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
• Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690) (← links)
• Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
• Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
• ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669) (← links)