Pages that link to "Item:Q646755"
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The following pages link to Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755):
Displaying 10 items.
- Optimal investment problem for an insurer and a reinsurer (Q256739) (← links)
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
- A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
- Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
- Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← links)
- Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
- Investment strategy for insurers under mean-variance criterion without terminal constraint (Q2926957) (← links)
- Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion (Q3535267) (← links)
