Pages that link to "Item:Q2515277"
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The following pages link to Time consistent policy of multi-period mean-variance (Q2515277):
Displaying 4 items.
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← links)