Pages that link to "Item:Q1929951"
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The following pages link to Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951):
Displaying 13 items.
- Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
- The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) (← links)
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
- Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Dynamic investment strategy with factor models under regime switches (Q2013300) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- Empirical research on dynamic portfolio and performance evaluation with multi-constraints (Q2823804) (← links)
- A new multi-period portfolio selection model under the factor model (Q2917049) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- (Q3656701) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
- Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)