Pages that link to "Item:Q2707157"

The following pages link to Optimal dynamic portfolio selection: multiperiod mean-variance formulation (Q2707157):

Displaying 50 items.

• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← 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)
• Asset-liability management under the safety-first principle (Q846949) (← links)
• Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← 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)
• Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
• Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← 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)
• Multi-period asset allocation by stochastic dynamic programming (Q924425) (← 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)
• 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)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← 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)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655) (← links)
• Models and simulations for portfolio rebalancing (Q1038764) (← links)
• Discrete analysis of portfolio selection with optimal stopping time (Q1040037) (← links)
• Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
• Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
• How best to flip-flop if you must: Integer dynamic stochastic programming for either-or (Q1375551) (← 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)
• The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
• Minimax rule for energy optimization (Q1648280) (← links)
• Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
• Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
• Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← 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)
• Two-stage fuzzy portfolio selection problem with transaction costs (Q1666305) (← 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)
• Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
• Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
• Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
• Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
• Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
• Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)