Pages that link to "Item:Q1966380"
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The following pages link to Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark (Q1966380):
Displaying 50 items.
- Downside risk in multiperiod tracking error models (Q301206) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Pension funds as institutions for intertemporal risk transfer (Q931188) (← links)
- Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
- Tracking error: a multistage portfolio model (Q1026537) (← links)
- Discrete analysis of portfolio selection with optimal stopping time (Q1040037) (← links)
- Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
- Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
- Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
- Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
- An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
- Portfolio management in the binomial model: conditions for outperforming benchmarks (Q1871761) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- A hybrid approach for index tracking with practical constraints (Q2438411) (← links)
- Optimal asset allocation for DC pension plans under inflation (Q2444718) (← links)
- Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
- Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610) (← links)
- Purchasing life insurance to reach a bequest goal (Q2513636) (← links)
- Optimally investing to reach a bequest goal (Q2520427) (← links)
- Purchasing term life insurance to reach a bequest goal while consuming (Q2808184) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
- Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
- Stochastic differential portfolio games with Duffie‐Kan interest rate (Q3019246) (← links)
- ON PORTFOLIO CHOICE BY MAXIMIZING THE OUTPERFORMANCE PROBABILITY (Q3069961) (← links)
- Ruin theory for classical risk process that is perturbed by diffusion with risky investments (Q3077452) (← links)
- OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
- Risk-Constrained Dynamic Active Portfolio Management (Q3114647) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN (Q3423400) (← links)
- OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND (Q3503126) (← links)
- Risk-sensitive benchmarked asset management (Q3518381) (← links)
- RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS (Q3564628) (← links)
- Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (Q4561899) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
- Risk Minimizing Strategies for Tracking a Stochastic Target (Q4927277) (← links)
