ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669): Difference between revisions

@@ Property / author @@
-Q175883
@@ Property / author: Q175883 / rank @@
-Normal rank
@@ Property / author @@
-Kenneth Vetzal
@@ Property / author: Kenneth Vetzal / rank @@
-Normal rank
@@ Property / author @@
+Peter A. I. Forsyth
@@ Property / author: Peter A. I. Forsyth / rank @@
+Normal rank
@@ Property / author @@
+Kenneth Vetzal
@@ Property / author: Kenneth Vetzal / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
+Normal rank
@@ Property / cites work @@
+Block bootstrap methods and the choice of stocks for the long run
+Normal rank
@@ Property / cites work @@
+Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
+Normal rank
@@ Property / cites work @@
+BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
+Normal rank
@@ Property / cites work @@
+Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach
+Normal rank
@@ Property / cites work @@
+Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Stocks, bonds and the investment horizon: a test of time diversification on the French market
+Normal rank
@@ Property / cites work @@
+Mean-variance portfolio selection under a constant elasticity of variance model
+Normal rank
@@ Property / cites work @@
+Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization
+Normal rank
@@ Property / cites work @@
+On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
+Normal rank
@@ Property / cites work @@
+Continuous time mean variance asset allocation: a time-consistent strategy
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024917500170
+Normal rank
@@ Property / OpenAlex ID @@
+W2609534460
@@ Property / OpenAlex ID: W2609534460 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2986669