Pages that link to "Item:Q1954547"
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The following pages link to Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547):
Displaying 16 items.
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Multi-period portfolio selection for asset-liability management with uncertain investment horizon (Q1018907) (← links)
- Multi-period portfolio optimization: translation of autocorrelation risk to excess variance (Q1709972) (← links)
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
- Optimal portfolio strategy under rolling economic maximum drawdown constraints (Q1719131) (← links)
- A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- A closer look at the minimum-variance portfolio optimization model (Q2300406) (← links)
- Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
- Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015) (← links)
- Autocorrelated Returns and Optimal Intertemporal Portfolio Choice (Q4392517) (← links)
- Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- The impact of general correlation under multi-period mean-variance asset-liability portfolio management (Q6594990) (← links)
