Pages that link to "Item:Q997400"

The following pages link to Continuous-time mean-variance efficiency: the 80\% rule (Q997400):

Displaying 26 items.

• Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272) (← links)
• Goal achieving probabilities of constrained mean-variance strategies (Q552995) (← links)
• Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
• Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
• Optimal investment with stopping in finite horizon (Q2405721) (← links)
• A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
• Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
• Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
• Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
• A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
• Mean-variance portfolio selection with random investment horizon (Q2691411) (← links)
• Continuous-time mean-variance portfolios: a comparison (Q2868909) (← links)
• Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690) (← links)
• The premium of dynamic trading (Q2994858) (← links)
• Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
• Thou shalt buy and hold (Q3605237) (← links)
• Bankruptcy in long-term investments (Q3605238) (← links)
• Buy-and-hold mean-variance portfolios with a random exit strategy (Q4554501) (← links)
• BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
• Point-to-point stochastic control of a self-financing portfolio (Q5106290) (← links)
• Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
• Portfolio selection with exploration of new investment assets (Q6168501) (← links)
• Goal achieving probabilities of cone-constrained mean-variance portfolios (Q6571860) (← links)
• Naïve Markowitz policies (Q6641083) (← links)