Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301): Difference between revisions

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+Optimal portfolios under a value-at-risk constraint
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+Optimal strategies for asset allocation and consumption under stochastic volatility
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+Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics
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+Optimal Dynamic Trading Strategies with Risk Limits
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon
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+Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate
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+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
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+Optimal portfolio selection and dynamic benchmark tracking
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+Risk Management with Benchmarking
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+Optimal portfolio on tracking the expected wealth process with liquidity constraints
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+Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics
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