Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.3934/naco.2022030
+Normal rank
@@ Property / OpenAlex ID @@
+W4312600528
@@ Property / OpenAlex ID: W4312600528 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Asset Allocation in a Mean-Variance Framework
+Normal rank
@@ Property / cites work @@
+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Robust Estimation
@@ Property / cites work: Portfolio Selection with Robust Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q3994411
@@ Property / cites work: Q3994411 / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
+Normal rank
@@ Property / cites work @@
+Comparison of Alternative Utility Functions in Portfolio Selection Problems
+Normal rank
@@ Property / cites work @@
+Financial Derivative and Energy Market Valuation
@@ Property / cites work: Financial Derivative and Energy Market Valuation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Bond portfolio optimization
@@ Property / cites work: Bond portfolio optimization / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
+Normal rank