The following pages link to (Q3133725):
Displaying 10 items.
- The price of portfolio selection under tail conditional expectation with consumption cost and transaction cost (Q392535) (← links)
- Optimal portfolios under dynamic shortfall constraints (Q635004) (← links)
- Optimal portfolio on tracking the expected wealth process with liquidity constraints (Q655833) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
- Optimal payoffs for directionally closed acceptance sets (Q5052579) (← links)
- Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
- The importance of dynamic risk constraints for limited liability operators (Q6549613) (← links)