Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726): Difference between revisions

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+Dynamic mean-variance problem with constrained risk control for the insurers
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model
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+Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
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+Asset and liability management under a continuous-time mean-variance optimization framework
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+Asset-liability management under the safety-first principle
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+Mean-variance portfolio selection for a non-life insurance company
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+Dynamic mean-variance portfolio selection with borrowing constraint
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+Optimal portfolio selection when stock prices follow an jump-diffusion process
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+A geometric approach to multiperiod mean variance optimization of assets and liabilities
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
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+Optimal investment for an insurer: the martingale approach
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+A class of continuous-time portfolio selection with liability under jump-diffusion processes
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+Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints
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+Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow
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+MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET
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+Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach
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+Optimal investment for insurer with jump-diffusion risk process
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+Optimal strategies of benchmark and mean-variance portfolio selection problems for insurers
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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