Pages that link to "Item:Q5745553"
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The following pages link to Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints (Q5745553):
Displaying 9 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Continuous-time mean-risk portfolio selection (Q2485325) (← links)
- Stochastic differential game formulation on the reinsurance and investment problem (Q2797662) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process (Q2979575) (← links)
- Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
- Long-only equal risk contribution portfolios for CVaR under discrete distributions (Q4619533) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
