Pages that link to "Item:Q2983112"
From MaRDI portal
The following pages link to Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection (Q2983112):
Displaying 34 items.
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Multiperiod mean-variance portfolio optimization via market cloning (Q647502) (← links)
- Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales (Q783177) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
- A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (Q2135044) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- A kernel-based trend pattern tracking system for portfolio optimization (Q2287718) (← links)
- Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty (Q2292986) (← links)
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation (Q2707157) (← links)
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem (Q4622012) (← links)
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814) (← links)
- Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection (Q5125593) (← links)
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
- The self-coordination mean-variance strategy in continuous time (Q6181249) (← links)
- The impact of general correlation under multi-period mean-variance asset-liability portfolio management (Q6594990) (← links)
- Mean-field formulation for the infinite-horizon mean-variance control of discrete-time linear systems with multiplicative noises (Q6609021) (← links)
