Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10957-007-9233-x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2012698672 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4258744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust min-max portfolio strategies for rival forecast and risk scenarios / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robust hedging algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-period minimax hedging strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust portfolio selection using linear-matrix inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4459803 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3145783 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time mean-variance portfolio selection: a stochastic LQ framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A geometric approach to multiperiod mean variance optimization of assets and liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 17:07, 27 June 2024

scientific article
Language Label Description Also known as
English
Multiperiod mean-variance optimization with intertemporal restrictions
scientific article

    Statements

    Multiperiod mean-variance optimization with intertemporal restrictions (English)
    0 references
    0 references
    0 references
    18 February 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    portfolio selection
    0 references
    intermediate restrictions
    0 references
    0 references