Pages that link to "Item:Q2031371"

The following pages link to Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371):

Displaying 5 items.

• Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
• (Q6121721) (← links)
• Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)