Pages that link to "Item:Q5704164"
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The following pages link to Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market (Q5704164):
Displaying 50 items.
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
- Time-consistent investment strategy under partial information (Q896762) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
- Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
- Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
- Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
- An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
- Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
- Mutual fund theorem for continuous time markets with random coefficients (Q2015032) (← links)
- Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
- Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
- Mixed optimal control for discrete-time stochastic systems with random coefficients (Q2107622) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- Multi-dimensional optimal trade execution under stochastic resilience (Q2274225) (← links)
- A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
- Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
- Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
- Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
- Uncertain optimal control of linear quadratic models with jump (Q2450483) (← links)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- FBSDE approach to utility portfolio selection in a market with random parameters (Q2479338) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
- Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
- Investment strategies and compensation of a mean-variance optimizing fund manager (Q2514727) (← links)
- Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
- A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
