Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601): Difference between revisions

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+Portfolio optimization in stochastic markets
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+Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
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+Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model
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+A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
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+Multiperiod mean-variance optimization with intertemporal restrictions
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+A geometric approach to multiperiod mean variance optimization of assets and liabilities
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
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+Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon
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+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
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