Pages that link to "Item:Q2441394"
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The following pages link to Continuous-time mean-variance portfolio selection with random horizon (Q2441394):
Displaying 26 items.
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
- Gaussian density estimates for the solution of singular stochastic Riccati equations. (Q331328) (← links)
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework (Q1573569) (← links)
- Reaching goals under ambiguity: continuous-time optimal portfolio selection (Q1640926) (← links)
- A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
- Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
- Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
- Continuous-time mean-risk portfolio selection (Q2485325) (← links)
- Consumption and asset allocation with information learning and capital gains tax (Q2691394) (← links)
- Mean-variance portfolio selection with random investment horizon (Q2691411) (← links)
- Explicit efficient frontier of a continuous-time mean-variance portfolio selection problem (Q2712239) (← links)
- Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
- Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
- Multi-time state mean-variance model in continuous time (Q5016146) (← links)
- Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- Mean-Variance Portfolio Selection with Random Parameters in a Complete Market (Q5704066) (← links)
- Continuous‐time mean–variance portfolio selection: A reinforcement learning framework (Q5855957) (← links)
- Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
