Pages that link to "Item:Q2707157"
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The following pages link to Optimal dynamic portfolio selection: multiperiod mean-variance formulation (Q2707157):
Displaying 50 items.
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
- Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
- Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791) (← links)
- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences (Q2099874) (← links)
- Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (Q2135044) (← links)
- Universal portfolio selection strategy by aggregating online expert advice (Q2138290) (← links)
- Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
- An analytic solution for multi-period uncertain portfolio selection problem (Q2141630) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
- Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Rule-based strategies for dynamic life cycle investment (Q2157220) (← links)
- Portfolio optimization with asset-liability ratio regulation constraints (Q2173693) (← links)
- On continuous-time constrained stochastic linear-quadratic control (Q2174000) (← links)
- A new algorithm for quadratic integer programming problems with cardinality constraint (Q2174794) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
- Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
- Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint (Q2223795) (← links)
- Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)
- Fused Lasso approach in portfolio selection (Q2241053) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
- Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
- Flexible shrinkage in portfolio selection (Q2271631) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty (Q2292986) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand (Q2294634) (← links)
