Pages that link to "Item:Q2427824"
From MaRDI portal
The following pages link to Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824):
Displaying 21 items.
- Optimal investment and consumption decisions under the constant elasticity of variance model (Q474344) (← links)
- Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
- Optimal portfolio management in a modified constant elasticity of variance model (Q1742187) (← links)
- Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
- Dynamic mean-variance model with borrowing constraint under the constant elasticity of variance process (Q1789866) (← links)
- Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
- A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility (Q2112716) (← links)
- A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517) (← links)
- Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework (Q2691231) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
- Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
- On the constant elasticity of variance model for the utility maximization problem with multiple risky assets (Q5382722) (← links)
- Optimal portfolio and reinsurance with two differential risky assets (Q6096177) (← links)
- Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)
- Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process (Q6534681) (← links)
- Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)
- Optimal investment and benefit payment strategies for TB pension plans with stochastic interest rate under the HARA utility (Q6666649) (← links)
