Pages that link to "Item:Q953643"
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The following pages link to Optimal portfolios under a value-at-risk constraint (Q953643):
Displaying 49 items.
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method (Q857737) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- Optimal portfolios under a value-at-risk constraint with applications to inventory control in supply chains (Q999231) (← links)
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- Risk management with multiple VaR constraints (Q1616838) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- Optimal portfolio strategy under rolling economic maximum drawdown constraints (Q1719131) (← links)
- In search of robust methods for multi-currency portfolio construction by value at risk (Q1732977) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186) (← links)
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- Maximizing expected exponential utility of consumption with a constraint on expected time in poverty (Q2174172) (← links)
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
- Using value-at-risk to reconcile limited liability and the moral-hazard problem (Q2343121) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
- Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- The optimal mean-variance investment strategy under value-at-risk constraints (Q2445346) (← links)
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
- Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
- Optimal portfolios with bounded capital at risk. (Q2770980) (← links)
- Optimal trade-off portfolio selection between total risk and maximum relative marginal risk<sup>†</sup> (Q2829556) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
- Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle (Q3383684) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- Portfolio optimization under the Value-at-Risk constraint (Q3593595) (← links)
- A firm's optimizing behaviour under a value-at-risk constraint (Q3622016) (← links)
- Dynamic mean–VaR portfolio selection in continuous time (Q4555169) (← links)
- Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- Optimal investment under dynamic risk constraints and partial information (Q4911229) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- (Q5152677) (← links)
- Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
- Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
- A note on calculating the optimal risky portfolio (Q5950468) (← links)
- Robust portfolio selection under recovery average value at risk (Q6496953) (← links)
- The importance of dynamic risk constraints for limited liability operators (Q6549613) (← links)
