Pages that link to "Item:Q545457"

The following pages link to Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457):

Displaying 39 items.

• Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
• Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
• Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
• Log mean-variance portfolio selection under regime switching (Q538328) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
• A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
• Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
• Portfolio strategy of financial market with regime switching driven by geometric Lévy process (Q1724346) (← links)
• Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
• Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841) (← links)
• A nonlinear interval portfolio selection model and its application in banks (Q1794302) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
• Portfolio selection with jumps under regime switching (Q1958452) (← links)
• Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
• Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
• Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
• Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint (Q2295230) (← links)
• Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps (Q2350786) (← links)
• A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
• Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
• Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach (Q2674937) (← links)
• Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
• Multi-time state mean-variance model in continuous time (Q5016146) (← links)
• Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
• Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
• Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
• Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
• Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
• Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267) (← links)
• Multi-period portfolio selection with hidden Markov regime switching and stochastic investment horizon (Q5497710) (← links)
• Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
• A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model (Q6076828) (← links)
• Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
• Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (Q6161000) (← links)