Pages that link to "Item:Q4372014"

The following pages link to OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (Q4372014):

Displaying 50 items.

• Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
• Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
• Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
• Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
• Synergy effect of cooperative investment (Q513649) (← links)
• On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
• Portfolio insurance with liquidity risk (Q841847) (← links)
• On minimizing drawdown risks of lifetime investments (Q896742) (← links)
• Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
• Capital growth with security (Q951507) (← links)
• Optimal portfolio management with American capital guarantee (Q953755) (← links)
• Optimal investment strategies with a reallocation constraint (Q992044) (← links)
• Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
• Risk sensitive asset allocation (Q1575279) (← links)
• Drawdown: from practice to theory and back again (Q1679554) (← links)
• Magnitude and speed of consecutive market crashes in a diffusion model (Q1703022) (← links)
• Optimal portfolio strategy under rolling economic maximum drawdown constraints (Q1719131) (← links)
• Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
• Risk management of time varying floors for dynamic portfolio insurance (Q1744530) (← links)
• Long-term optimal portfolios with floor (Q1761450) (← links)
• Drawdowns and the speed of market crash (Q1930625) (← links)
• Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
• A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
• Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
• Aumann-Serrano index of risk in portfolio optimization (Q2067257) (← links)
• Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
• Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
• Optimal per-loss reinsurance and investment to minimize the probability of drawdown (Q2171077) (← links)
• Hedge fund's dynamic leverage decisions under time-inconsistent preferences (Q2178105) (← links)
• On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
• The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
• Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
• On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
• The optimal investment, liability and dividends in insurance (Q2240112) (← links)
• Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
• Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (Q2270885) (← links)
• Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• Optimal portfolio choice and consistent performance (Q2343112) (← links)
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
• Portfolios and risk premia for the long run (Q2428051) (← links)
• Capital asset pricing model (CAPM) with drawdown measure (Q2514723) (← links)
• Hedge and mutual funds' fees and the separation of private investments (Q2516773) (← links)
• The Grossman and Zhou investment strategy is not always optimal (Q2567182) (← links)
• Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model (Q2673284) (← links)
• Analysis of Kelly-optimal portfolios (Q2786274) (← links)
• On the consumption/distribution theorem under the long-run growth criterion subject to a drawdown constraint (Q2786346) (← links)
• The incentives of hedge fund fees and high-water marks (Q2799996) (← links)
• Optimal investment to minimize the probability of drawdown (Q2833710) (← links)