Pages that link to "Item:Q2439241"

The following pages link to Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241):

Displaying 10 items.

• Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
• Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
• Multi-period portfolio selection for asset-liability management with uncertain investment horizon (Q1018907) (← links)
• Discrete analysis of portfolio selection with optimal stopping time (Q1040037) (← links)
• Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
• A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
• Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
• The effect of exit strategy on optimal portfolio selection with birandom returns (Q2375443) (← links)
• (Q3408234) (← links)
• Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)