ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295): Difference between revisions

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+Q3241581
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+Theory and Applications of Robust Optimization
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+Sensitivity Analysis for Mean-Variance Portfolio Problems
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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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+Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
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+Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion
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+Dynamic mean-variance portfolio selection with borrowing constraint
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+Optimal investment choices post-retirement in a defined contribution pension scheme
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+Robust Portfolio Selection Problems
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+Optimal investment strategies and risk measures in defined contribution pension schemes.
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+An interior-point method for a class of saddle-point problems
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+Robust Dynamic Programming
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+Recent developments in robust portfolios with a worst-case approach
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+Dynamic mean-variance portfolio analysis under model risk
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
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+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
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+https://doi.org/10.1142/s0219024917500492
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+W2767813254
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+Publication:4595295