Pages that link to "Item:Q286277"

The following pages link to Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277):

Displaying 12 items.

• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
• Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
• Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
• Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
• A general linear quadratic stochastic control and information value (Q2166430) (← links)
• Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
• Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
• Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
• Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
• Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
• Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)