Pages that link to "Item:Q1945040"

The following pages link to Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040):

Displaying 50 items.

• Optimal mean-variance selling strategies (Q253104) (← links)
• Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
• A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182) (← links)
• Optimal mean-variance portfolio selection (Q513742) (← links)
• On time-inconsistent stochastic control in continuous time (Q522052) (← links)
• Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
• Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
• Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
• Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
• Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• Time-consistent investment strategy under partial information (Q896762) (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
• On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
• A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
• Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
• Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
• Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
• Dynamic mean-variance problem with frictions (Q2120542) (← links)
• Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
• Nonrecursive separation of risk and time preferences (Q2201707) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
• A regular equilibrium solves the extended HJB system (Q2294352) (← links)
• Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
• Time-consistent strategies for a multiperiod mean-variance portfolio selection problem (Q2375686) (← links)
• Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• Continuous-time mean-risk portfolio selection (Q2485325) (← links)
• Time consistent policy of multi-period mean-variance (Q2515277) (← links)
• Conditional optimal stopping: a time-inconsistent optimization (Q2657921) (← links)
• A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
• Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
• Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
• A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging (Q3121440) (← links)
• Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
• (Q3562654) (← links)
• Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015) (← links)
• (Q4442760) (← links)