Pages that link to "Item:Q2707157"

The following pages link to Optimal dynamic portfolio selection: multiperiod mean-variance formulation (Q2707157):

Displaying 50 items.

• Optimal mean-variance selling strategies (Q253104) (← links)
• Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
• Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
• Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
• Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) (← links)
• Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
• Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
• Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
• Bankruptcy prevention in multiperiod Markowitz optimization problem (Q344024) (← links)
• Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
• Mean-variance portfolio selection with margin requirements (Q355783) (← links)
• Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
• Multi-period portfolio optimization for asset-liability management with bankrupt control (Q387508) (← links)
• Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
• Optimal asset allocation: a worst scenario expectation approach (Q438769) (← links)
• Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
• Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
• Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
• A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
• Synergy effect of cooperative investment (Q513649) (← links)
• Optimal mean-variance portfolio selection (Q513742) (← links)
• Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
• Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
• Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information (Q519261) (← links)
• Joint optimal ordering and weather hedging decisions: mean-CVaR model (Q539482) (← links)
• Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
• Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
• Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• Multiperiod mean-variance portfolio optimization via market cloning (Q647502) (← links)
• Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
• Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
• Viscosity solution of mean-variance portfolio selection of a jump Markov process with no-shorting constraints (Q670237) (← links)
• Computing optimal multi-currency mean-variance portfolios (Q673679) (← links)
• Filtering via approximate Bayesian computation (Q693364) (← links)
• Dynamic safety first expected utility model (Q724069) (← links)
• Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
• Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• Optimal reinsurance-investment problem under mean-variance criterion with \(n\) risky assets (Q782116) (← links)
• Bayesian portfolio selection with multi-variate random variance models (Q819095) (← links)
• \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)