Pages that link to "Item:Q2407984"
From MaRDI portal
The following pages link to Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984):
Displaying 3 items.
- Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) (← links)
- Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
- ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)