Pages that link to "Item:Q2024120"
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The following pages link to Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120):
Displaying 11 items.
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Time-consistent strategies for a multiperiod mean-variance portfolio selection problem (Q2375686) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim (Q5356918) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
