Pages that link to "Item:Q1573569"

The following pages link to Continuous-time mean-variance portfolio selection: a stochastic LQ framework (Q1573569):

Displaying 50 items.

• Behavioral mean-variance portfolio selection (Q724154) (← links)
• Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
• Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
• Indefinite LQ optimal control for discrete-time uncertain systems (Q780242) (← links)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
• On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application (Q827656) (← links)
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
• Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Asset and liability management under a continuous-time mean-variance optimization framework (Q860504) (← links)
• Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
• Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
• The optimal mean variance problem with inflation (Q894986) (← links)
• Time-consistent investment strategy under partial information (Q896762) (← links)
• Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
• Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
• Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
• Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
• Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
• Optimal investment for an insurer: the martingale approach (Q995514) (← links)
• Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
• Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
• Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655) (← links)
• Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
• Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930) (← links)
• On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
• Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758) (← links)
• A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
• Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
• Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
• Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
• Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
• Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
• Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
• A paradox in time-consistency in the mean-variance problem? (Q1711723) (← 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)
• Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems (Q1717001) (← links)
• Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← 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)