Pages that link to "Item:Q2924533"
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The following pages link to Dynamic mean-variance portfolio selection based on a stochastic benchmark (Q2924533):
Displaying 5 items.
- Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) (← links)
- Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)