Pages that link to "Item:Q3370587"
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The following pages link to CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587):
Displayed 46 items.
- Investing equally in risk (Q354660) (← links)
- Multi-period portfolio optimization for asset-liability management with bankrupt control (Q387508) (← links)
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272) (← links)
- Portfolio optimization when expected stock returns are determined by exposure to risk (Q605869) (← links)
- A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
- Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
- Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
- Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- Efficient frontier of utility and CVaR (Q836867) (← links)
- Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← 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)
- Asset and liability management under a continuous-time mean-variance optimization framework (Q860504) (← links)
- Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
- Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655) (← links)
- A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
- Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384) (← links)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- Continuous-time mean-variance portfolios: a comparison (Q2868909) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)
- Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- Optimal portfolio selection strategies under some constraints (Q3054702) (← links)
- SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS (Q3503048) (← links)
- Bankruptcy in long-term investments (Q3605238) (← links)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
- MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
- MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941) (← links)
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900044) (← links)
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233) (← links)