Optimal hedging with basis risk under mean-variance criterion (Q2364001): Difference between revisions

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+A theory of Markovian time-inconsistent stochastic control in discrete time
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+Q5493542
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+Mean-variance hedging in continuous time
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+Measuring Basis Risk in Longevity Hedges
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Time-consistent investment strategy under partial information
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+Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
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+Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
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+Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information
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+Q4354424
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+Mean-variance versus expected utility in dynamic investment analysis
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+Performance of utility-based strategies for hedging basis risk
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+Q4350437
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+An example of indifference prices under exponential preferences
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+Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach
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+Time-consistent mean-variance hedging of longevity risk: effect of cointegration
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+Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk
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+Q4255599
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+Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
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+Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows
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