On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373): Difference between revisions

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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Optimal investment policy in the time consistent mean-variance formulation
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+Pricing Bermudan options under Merton jump-diffusion asset dynamics
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+Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
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+Optimal multi-period mean-variance policy under no-shorting constraint
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+BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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+Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach
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+The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management
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+Dynamic mean-variance portfolio selection with borrowing constraint
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+Continuous time mean variance asset allocation: a time-consistent strategy
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+COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS
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