Pages that link to "Item:Q2445346"
From MaRDI portal
The following pages link to The optimal mean-variance investment strategy under value-at-risk constraints (Q2445346):
Displaying 19 items.
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- The mean-variance investment problem in a constrained financial market (Q859607) (← links)
- Optimal portfolios under a value-at-risk constraint (Q953643) (← links)
- Optimal portfolios under a value-at-risk constraint with applications to inventory control in supply chains (Q999231) (← links)
- Risk management with multiple VaR constraints (Q1616838) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Optimal investment with a value-at-risk constraint (Q2450805) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- What is the Opportunity Cost of Mean-Variance Investment Strategies? (Q4274642) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- (Q4901581) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)