Portfolio selection with exploration of new investment assets (Q6168501): Difference between revisions

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+Complete markets do not allow free cash flow streams
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+Behavioral mean-variance portfolio selection
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+A theory of Markovian time-inconsistent stochastic control in discrete time
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+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Mean-variance portfolio selection of cointegrated assets
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+Mean-variance portfolio selection with correlation risk
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+Optimal multi-period mean-variance policy under no-shorting constraint
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+BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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+Risk and potential: an asset allocation framework with applications to robo-advising
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+Time-consistent mean-variance portfolio selection in discrete and continuous time
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+Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach
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+Investment Timing Under Incomplete Information
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+Mean-variance efficiency when investors are not required to invest all their money
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+Optimal Cardinality Constrained Portfolio Selection
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+Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
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+Differentiating ambiguity and ambiguity attitude
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+Robust Portfolio Selection Problems
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+On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time
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+Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth
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+Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation
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+Valuing the option to invest in an incomplete market
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+Time-Inconsistent Stochastic Linear--Quadratic Control
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+Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium
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+A Smooth Model of Decision Making under Ambiguity
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Continuous-time mean-variance efficiency: the 80\% rule
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+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
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+Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
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+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
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+Information Acquisition and Under-Diversification
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+The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors
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+Q4626283
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+Continuous‐time mean–variance portfolio selection: A reinforcement learning framework
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+Continuous time mean variance asset allocation: a time-consistent strategy
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+Wright meets Markowitz: how standard portfolio theory changes when assets are technologies following experience curves
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+MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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