The following pages link to (Q5128182):
Displaying 8 items.
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark (Q1966380) (← links)
- Optimal portfolio with power utility of absolute and relative wealth (Q2244540) (← links)
- Portfolio optimization for an investor with a benchmark (Q2343105) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- Stochastic linear quadratic portfolio selection problem for relative return process (Q2898609) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- Risk Minimizing Strategies for Tracking a Stochastic Target (Q4927277) (← links)