Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601): Difference between revisions

@@ Property / author @@
-Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
-Normal rank
@@ Property / author @@
+Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2012.01.003
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@@ Property / OpenAlex ID @@
+W1972180498
@@ Property / OpenAlex ID: W1972180498 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization in stochastic markets
@@ Property / cites work: Portfolio optimization in stochastic markets / rank @@
+Normal rank
@@ Property / cites work @@
+Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
+Normal rank
@@ Property / cites work @@
+Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model
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@@ Property / cites work @@
+A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
+Normal rank
@@ Property / cites work @@
+Multiperiod mean-variance optimization with intertemporal restrictions
+Normal rank
@@ Property / cites work @@
+A geometric approach to multiperiod mean variance optimization of assets and liabilities
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
+Normal rank
@@ Property / cites work @@
+Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon
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@@ Property / cites work @@
+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
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@@ links / mardi / name / links / mardi / name @@
+Publication:414601