Pages that link to "Item:Q1721408"

The following pages link to Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408):

Displaying 8 items.

• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
• Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
• On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
• Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion (Q1723926) (← links)
• Time-consistent strategies for a multiperiod mean-variance portfolio selection problem (Q2375686) (← links)
• Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
• Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)