Pages that link to "Item:Q3114647"
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The following pages link to Risk-Constrained Dynamic Active Portfolio Management (Q3114647):
Displaying 32 items.
- A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612) (← links)
- Discrete analysis of portfolio selection with optimal stopping time (Q1040037) (← links)
- A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
- Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark (Q1966380) (← links)
- Dynamic portfolio allocation in goals-based wealth management (Q2033705) (← links)
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
- Behavioral portfolio selection: asymptotics and stability along a sequence of models (Q2788690) (← links)
- A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem (Q2874280) (← links)
- PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
- Bankruptcy in long-term investments (Q3605238) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
- OPTIMIZING THE MANAGER STRUCTURE IN A DOWNSIDE RISK FRAMEWORK(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803749) (← links)
- Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
- Smart Alpha: active management with unstable and latent factors (Q5014225) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- (Q5197298) (← links)
- Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation (Q5739574) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
- Optimal active lifetime investment (Q6040955) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
- BEATING A CONSTANT WEIGHT BENCHMARK: EASIER DONE THAN SAID (Q6141906) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)