Pages that link to "Item:Q3370587"

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

Displaying 50 items.

• Optimal portfolio selection strategies under some constraints (Q3054702) (← links)
• A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging (Q3121440) (← links)
• Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
• SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS (Q3503048) (← links)
• Bankruptcy in long-term investments (Q3605238) (← links)
• Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
• Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
• Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
• Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
• Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
• ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
• Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
• Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
• BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
• Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
• A note on - vs. -expected loss portfolio constraints (Q4991071) (← links)
• Multi-time state mean-variance model in continuous time (Q5016146) (← links)
• Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
• Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
• Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)
• Point-to-point stochastic control of a self-financing portfolio (Q5106290) (← links)
• Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
• Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
• Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints (Q5222867) (← links)
• Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
• Dynamic portfolio choice without cash (Q5234295) (← links)
• Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
• Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
• ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS (Q5357516) (← links)
• Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
• MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392) (← links)
• MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
• Continuous-time safety-first portfolio selection with jump-diffusion processes (Q5497353) (← links)
• MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941) (← links)
• OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT (Q5854325) (← links)
• BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362) (← links)
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900044) (← links)
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233) (← links)
• Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
• Optimal reinsurance and investment problem with the minimum capital deposit constraint (Q6096152) (← links)
• Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
• Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
• Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← links)
• Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (Q6161000) (← links)
• Portfolio selection with exploration of new investment assets (Q6168501) (← links)
• Behavioral mean-risk portfolio selection in continuous time via quantile (Q6169385) (← links)
• Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure (Q6554617) (← links)
• Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization (Q6557366) (← links)
• Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients (Q6562462) (← links)
• Goal achieving probabilities of cone-constrained mean-variance portfolios (Q6571860) (← links)