Pages that link to "Item:Q3192132"
From MaRDI portal
The following pages link to Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization (Q3192132):
Displaying 7 items.
- Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) (← links)
- An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669) (← 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)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)