Pages that link to "Item:Q860504"

The following pages link to Asset and liability management under a continuous-time mean-variance optimization framework (Q860504):

Displaying 50 items.

• Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
• The optimal asset and liability portfolio for a financial institution with multiple lines of businesses (Q362038) (← links)
• Multi-period portfolio optimization for asset-liability management with bankrupt control (Q387508) (← links)
• Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009) (← links)
• Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
• Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
• Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696) (← links)
• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
• Optimal asset allocation for a general portfolio of life insurance policies (Q659221) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Asset-liability management under the safety-first principle (Q846949) (← links)
• Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
• Applying simulation optimization to the asset allocation of a property-casualty insurer (Q992636) (← links)
• Resource-constrained management of heterogeneous assets with stochastic deterioration (Q1042122) (← links)
• Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930) (← links)
• A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
• Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
• Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
• Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
• Optimal dynamic mean-variance asset-liability management under the Heston model (Q1712605) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
• A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
• Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
• Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
• Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
• The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
• Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (Q2135044) (← links)
• Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
• Portfolio optimization with asset-liability ratio regulation constraints (Q2173693) (← links)
• Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
• Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
• Time inconsistent asset-liability management with partial information (Q2189144) (← links)
• A continuous-time version of a delegated asset management problem (Q2217060) (← links)
• Continuous-time mean-variance asset-liability management with endogenous liabilities (Q2252274) (← links)
• Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
• Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
• Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Optimal mean-variance efficiency of a family with life insurance under inflation risk (Q2374108) (← links)