Pages that link to "Item:Q4981879"
From MaRDI portal
The following pages link to Dynamic mean–variance portfolio selection in market with jump-diffusion models (Q4981879):
Displaying 6 items.
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Portfolio problems based on jump-diffusion models (Q2867605) (← links)
- Dynamic mean-variance portfolio selection based on a stochastic benchmark (Q2924533) (← links)
- Robust mean variance portfolio selection model in the jump-diffusion financial market with an intractable claim (Q5356918) (← links)