Pages that link to "Item:Q4732270"
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The following pages link to A Minimum Variance Result in Continuous Trading Portfolio Optimization (Q4732270):
Displayed 32 items.
- Optimal mean-variance selling strategies (Q253104) (← links)
- Optimal mean-variance portfolio selection (Q513742) (← links)
- Dynamic optimality in optimal variance stopping problems (Q722667) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
- Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (Q2661546) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- On Dynamic Decision Making to Meet Consumption Targets (Q2795872) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- The premium of dynamic trading (Q2994858) (← links)
- Management of catastrophic risks considering the existence of early warning systems (Q3077726) (← links)
- Explicit solutions to some optimal variance stopping problems (Q3108377) (← links)
- Thou shalt buy and hold (Q3605237) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- Constrained Dynamic Optimality and Binomial Terminal Wealth (Q4634645) (← links)
- Multi-time state mean-variance model in continuous time (Q5016146) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
- Dynamic portfolio choice without cash (Q5234295) (← links)
- THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
- Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595) (← links)
- MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392) (← links)
- Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)