Pages that link to "Item:Q2350786"
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The following pages link to Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps (Q2350786):
Displaying 14 items.
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
- Multi-period portfolio selection for asset-liability management with uncertain investment horizon (Q1018907) (← links)
- Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
- Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- (Q3408234) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- \(p\)th moment stability of discrete-time Markov jump systems by extended system method (Q6119760) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
