Pages that link to "Item:Q2882690"
From MaRDI portal
The following pages link to Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690):
Displaying 19 items.
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
- \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
- Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
- (Q4254908) (← links)
- What is the Opportunity Cost of Mean-Variance Investment Strategies? (Q4274642) (← links)
- The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management (Q4555082) (← links)
- Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
- Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)