Pages that link to "Item:Q2220511"
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The following pages link to Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511):
Displaying 10 items.
- A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
- A note on ``Portfolio selection under possibilistic mean-variance utility and a SMO algorithm'' (Q2028871) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
- Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
- (Q3169884) (← links)
- (Q3518767) (← links)
- (Q4900594) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)
- Jensen-Marshall-Ky Fan-type inequalities and their applications in business profit management model (Q6570466) (← links)