BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533): Difference between revisions

@@ Property / author @@
-Shou-Yang Wang
@@ Property / author: Shou-Yang Wang / rank @@
-Normal rank
@@ Property / author @@
-Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
-Normal rank
@@ Property / author @@
+Shou-Yang Wang
@@ Property / author: Shou-Yang Wang / rank @@
+Normal rank
@@ Property / author @@
+Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57445447
@@ Property / Wikidata QID: Q57445447 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2010.00461.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1946848043
@@ Property / OpenAlex ID: W1946848043 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
+Normal rank
@@ Property / cites work @@
+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
+Normal rank
@@ Property / cites work @@
+Time consistent dynamic risk measures
@@ Property / cites work: Time consistent dynamic risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+On the structure of general mean-variance hedging strategies
+Normal rank
@@ Property / cites work @@
+HEDGING BY SEQUENTIAL REGRESSIONS REVISITED
@@ Property / cites work: HEDGING BY SEQUENTIAL REGRESSIONS REVISITED / rank @@
+Normal rank
@@ Property / cites work @@
+Asset and liability management under a continuous-time mean-variance optimization framework
+Normal rank
@@ Property / cites work @@
+Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection
+Normal rank
@@ Property / cites work @@
+A geometric approach to multiperiod mean variance optimization of assets and liabilities
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance efficiency: the 80\% rule
+Normal rank
@@ Property / cites work @@
+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
+Normal rank
@@ Property / cites work @@
+OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS
@@ Property / cites work: OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
+Normal rank
@@ Property / cites work @@
+Risk measures via \(g\)-expectations
@@ Property / cites work: Risk measures via \(g\)-expectations / rank @@
+Normal rank
@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4121639
@@ Property / cites work: Q4121639 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean‐Variance Portfolio Selection under Partial Information
+Normal rank
@@ Property / cites work @@
+Mean-absolute deviation portfolio optimization for mortgage-backed securities
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank
@@ Property / cites work @@
+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
+Normal rank
@@ Property / cites work @@
+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4906533