Pages that link to "Item:Q2784078"
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The following pages link to Dynamic asset allocation in a mean-variance framework (Q2784078):
Displaying 49 items.
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
- Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) (← links)
- Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Multi-period asset allocation by stochastic dynamic programming (Q924425) (← links)
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (Q951341) (← links)
- Strategic asset allocation in a continuous-time VAR model (Q953710) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- Dynamic asset allocation with event risk, transaction costs and predictable returns (Q1670395) (← links)
- Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
- Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239) (← links)
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
- Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Reactive investment strategies (Q2276266) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
- Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
- Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (Q2661546) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690) (← links)
- The premium of dynamic trading (Q2994858) (← links)
- Stochastic differential portfolio games with Duffie‐Kan interest rate (Q3019246) (← links)
- An optimal investment strategy in bank management (Q3087927) (← links)
- Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
- Dynamic asset allocation: insights from theory (Q4698076) (← links)
- Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- Mean–variance efficiency with extended CIR interest rates (Q5391296) (← links)
- A mean/variance approach to long-term fixed-income portfolio allocation (Q5397474) (← links)
- MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392) (← links)
- Investing for Retirement (Q5718087) (← links)
- A note on bivariate dual generalized Marshall-Olkin distributions with applications (Q5891125) (← links)
- Quantifying the impact of partial information on Sharpe ratio optimization (Q5891126) (← links)
- Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)
- Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093) (← links)
- Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)