Pages that link to "Item:Q781061"
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The following pages link to Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061):
Displaying 7 items.
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841) (← links)
- Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
- Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle (Q6534727) (← links)
- The impact of general correlation under multi-period mean-variance asset-liability portfolio management (Q6594990) (← links)