Pages that link to "Item:Q2661487"
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The following pages link to A note on monotone mean-variance preferences for continuous processes (Q2661487):
Displaying 10 items.
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- A note on the kinks at the mean variance frontier (Q1806901) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982) (← links)
- Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
- Constrained Monotone Mean-Variance Problem with Random Coefficients (Q6169625) (← links)
- Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference (Q6575260) (← links)
- Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6577514) (← links)