Pages that link to "Item:Q1655930"
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The following pages link to Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930):
Displaying 8 items.
- Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
- On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
- PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
- Mean-Variance Asset Liability Management with State-Dependent Risk Aversion (Q5379208) (← links)
- MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- Effects of accrual rates in cooperative advertising programs for channel members with risk preferences (Q6544916) (← links)
- An endogenous evolution mechanism model of asset prices based on time-varying risk aversion coefficient (Q6618291) (← links)