Pages that link to "Item:Q1966380"
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The following pages link to Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark (Q1966380):
Displaying 24 items.
- On-line VWAP Trading Strategies (Q4931850) (← links)
- Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement (Q5018740) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING (Q5249751) (← links)
- MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (Q5704732) (← links)
- Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959) (← links)
- “Enterprise Risk and return Management for Financial Institutions,” Mark Griffin and Rick Boomgaardt, April 1999 (Q5718082) (← links)
- Investing for Retirement (Q5718087) (← links)
- Optimal investment with minimum performance constraints (Q5958102) (← links)
- Optimal active lifetime investment (Q6040955) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
- Asymptotic minimization of expected time to reach a large wealth level in an asset market game (Q6104945) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
- A discrete-time benchmark tracking problem in two markets subject to random environments (Q6667806) (← links)
