Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501): Difference between revisions

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+Coherent Measures of Risk
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Optimal Control under Stochastic Target Constraints
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+PORTFOLIO MANAGEMENT WITH CONSTRAINTS
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Optimal Dynamic Trading Strategies with Risk Limits
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+Robust Preferences and Robust Portfolio Choice
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+Efficient hedging: cost versus shortfall risk
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+Portfolio insurance under a risk-measure constraint
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+Dynamic Portfolio Optimization with Bounded Shortfall Risks
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+Utility Maximization Under Bounded Expected Loss
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+Utility maximization under a shortfall risk constraint
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+Robust utility maximization with limited downside risk in incomplete markets
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+A stochastic calculus model of continuous trading: Complete markets
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+Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR
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+Continuous-time mean-risk portfolio selection
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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+Q4368791
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+Backward Stochastic Differential Equations in Finance
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+Portfolio optimization under lower partial risk measures
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+On utility maximization under convex portfolio constraints
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Equivalent Subgradient Versions of Hamiltonian and Euler–Lagrange Equations in Variational Analysis
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+Safety First and the Holding of Assets
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+Optimal portfolio policies under bounded expected loss and partial information
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+Approximation pricing and the variance-optimal martingale measure
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+Optimal portfolios under a value-at-risk constraint
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
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+Robust portfolio selection under downside risk measures
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