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.
- A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
- Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (Q2661546) (← links)
- Cloud-assisted privacy-conscious large-scale Markowitz portfolio (Q2663522) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Hybrid strategy in multiperiod mean-variance framework (Q2688929) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market (Q2691293) (← links)
- Mean-variance portfolio selection with random investment horizon (Q2691411) (← links)
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
- The dynamic control of risk in optimised portfolios (Q2704190) (← links)
- Local optimality in the multi-dimensional multi-period mean-variance portfolio problem (Q2741123) (← links)
- A robust Markowitz mean-variance portfolio selection model with an intractable claim (Q2797756) (← links)
- On robust mean-variance portfolios (Q2810108) (← links)
- Exact optimal solution for a class of dual control problems (Q2822254) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690) (← links)
- Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization (Q2886646) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- Dynamic mean-variance portfolio selection based on a stochastic benchmark (Q2924533) (← links)
- Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion (Q2929387) (← links)
- A class of multi-period semi-variance portfolio for petroleum exploration and development (Q2935086) (← links)
- Continuous time mean-variance portfolio optimization through the mean field approach (Q2954223) (← links)
- ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669) (← links)
- The premium of dynamic trading (Q2994858) (← links)
- Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
- Explicit solutions to some optimal variance stopping problems (Q3108377) (← links)
- A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging (Q3121440) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- Optimal trading strategies—a time series approach (Q3302654) (← links)
- CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587) (← links)
- No-transaction bounds and estimation risk (Q3568906) (← links)
- Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
- DYNAMIC PORTFOLIO SELECTION WITH UNCERTAINTY (Q3629768) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- A class of continuous-time portfolio selection with liability under jump-diffusion processes (Q3654564) (← links)
- MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
- Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
- The premium of dynamic trading in a discrete-time setting (Q4554212) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management (Q4555082) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
