Pages that link to "Item:Q5125593"
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The following pages link to Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection (Q5125593):
Displaying 8 items.
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (Q2135044) (← links)
- Time-consistent strategies for a multiperiod mean-variance portfolio selection problem (Q2375686) (← links)
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation (Q2707157) (← links)
- (Q3463107) (← links)
- A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems (Q5073515) (← links)
- Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference (Q6575260) (← links)