The following pages link to Strategic asset allocation (Q1391439):
Displaying 50 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- Term structure of risk under alternative econometric specifications (Q292020) (← links)
- Predictable returns and asset allocation: should a skeptical investor time the market? (Q301975) (← links)
- A method for solving general equilibrium models with incomplete markets and many financial assets (Q318872) (← links)
- Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate (Q355333) (← links)
- The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
- Strategic asset allocation with switching dependence (Q470426) (← links)
- On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323) (← links)
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Predictability of stock returns and asset allocation under structural breaks (Q737993) (← links)
- Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan? (Q777929) (← links)
- Strategic asset allocation with liabilities: beyond stocks and bonds (Q844772) (← links)
- Multi-period asset allocation by stochastic dynamic programming (Q924425) (← links)
- Understanding saving and portfolio choices with predictable changes in assets returns (Q949649) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Monte Carlo computation of optimal portfolios in complete markets (Q951338) (← links)
- Retirement saving with contribution payments and labor income as a benchmark for investments (Q951345) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- Asset allocation using reliability method (Q969838) (← links)
- Applying simulation optimization to the asset allocation of a property-casualty insurer (Q992636) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- An efficient ex-ante criterion for ranking investment strategies (Q1015807) (← links)
- Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation (Q1020548) (← links)
- Asset allocation under multivariate regime switching (Q1027430) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Asset allocation with time variation in expected returns (Q1381452) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226) (← links)
- Dynamic portfolio choices by simulation-and-regression: revisiting the issue of value function vs. portfolio weight recursions (Q1652164) (← links)
- Asset allocation with time series momentum and reversal (Q1657387) (← links)
- Permanent shocks, signal extraction, and portfolio selection (Q1657607) (← links)
- Investment with restricted stock and the value of information (Q1774888) (← links)
- Positional strategy of forming the investment portfolio (Q1778832) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment (Q1927136) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
- Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics (Q2247925) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- Mixed-asset portfolio allocation under mean-reverting asset returns (Q2288891) (← links)
- Hedging recessions (Q2338516) (← links)
- Portfolio selection with inflation-linked bonds and indexation lags (Q2338519) (← links)
- Robust asset allocation (Q2386659) (← links)
