Pages that link to "Item:Q860504"
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The following pages link to Asset and liability management under a continuous-time mean-variance optimization framework (Q860504):
Displayed 50 items.
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← 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)
- 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)
- Applying simulation optimization to the asset allocation of a property-casualty insurer (Q992636) (← 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)
- 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)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← 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)
- Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579) (← links)
- Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
- Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
- Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach (Q2446009) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model (Q2518552) (← links)
- Mean-variance asset-liability management under constant elasticity of variance process (Q2520428) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)
- Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- Mean-Variance Asset Liability Management with State-Dependent Risk Aversion (Q5379208) (← links)