Pages that link to "Item:Q5417267"

The following pages link to Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267):

Displaying 9 items.

• Multi-period portfolio optimization for asset-liability management with bankrupt control (Q387508) (← links)
• Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
• Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
• Group sparse enhanced indexation model with adaptive beta value (Q5041670) (← links)
• Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)