Pages that link to "Item:Q1688725"
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The following pages link to Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725):
Displaying 5 items.
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution (Q5050082) (← links)
- Dynamic Optimization of Investment Portfolio under Liquidity with Taylor Extension of Value function (Q5052838) (← links)
- Discrete-Time Financial Planning Models Under Loss-Averse Preferences (Q5322099) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)