Optimal mean-variance selling strategies (Q253104): Difference between revisions

@@ 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/10.1007/s11579-015-0156-2
+Normal rank
@@ Property / OpenAlex ID @@
+W1957987388
@@ Property / OpenAlex ID: W1957987388 / rank @@
+Normal rank
@@ Property / cites work @@
+A theory of Markovian time-inconsistent stochastic control in discrete time
+Normal rank
@@ Property / cites work @@
+Time-consistent mean-variance portfolio selection in discrete and continuous time
+Normal rank
@@ Property / cites work @@
+Heuristic Approach to the Kolmogorov-Smirnov Theorems
+Normal rank
@@ Property / cites work @@
+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Investment and consumption without commitment
@@ Property / cites work: Investment and consumption without commitment / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Plans
@@ Property / cites work: Consistent Plans / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Explicit solutions to some optimal variance stopping problems
+Normal rank
@@ Property / cites work @@
+On the Existence of a Consistent Course of Action when Tastes are Changing
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+A Minimum Variance Result in Continuous Trading Portfolio Optimization
+Normal rank