Pages that link to "Item:Q2355875"
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The following pages link to A dynamic programming approach to constrained portfolios (Q2355875):
Displaying 35 items.
- Instance-based credit risk assessment for investment decisions in P2P lending (Q320963) (← links)
- A dynamic program for valuing corporate securities (Q321036) (← links)
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
- Risk management with multiple VaR constraints (Q1616838) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Communication and personal selection of pension saver's financial risk (Q1755410) (← links)
- Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Pandemic portfolio choice (Q2083972) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Optimal HARA investments with terminal VaR constraints (Q2153966) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- Old-age provision: past, present, future (Q2356629) (← links)
- Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function? (Q2642605) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- Empirical research on dynamic portfolio and performance evaluation with multi-constraints (Q2823804) (← links)
- (Q3371139) (← links)
- Dynamic mean–VaR portfolio selection in continuous time (Q4555169) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
- A note on - vs. -expected loss portfolio constraints (Q4991071) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- On the investment strategies in occupational pension plans (Q5079380) (← links)
- (Q5117542) (← links)
- Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Equilibrium reinsurance strategies for <i>n</i> insurers under a unified competition and cooperation framework (Q5861817) (← links)
- Solving life-cycle problems with biometric risk by artificial insurance markets (Q5865316) (← links)
- Portfolio construction as linearly constrained separable optimization (Q6050367) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)
- Precommitted strategies with initial-time and intermediate-time value-at-risk constraints (Q6636814) (← links)