The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management (Q4555082): Difference between revisions

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+Nonparametric tests for pathwise properties of semimartingales
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+BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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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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+Convergence of the embedded mean-variance optimal points with discrete sampling
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+ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Annuitization and asset allocation
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+Applied stochastic control of jump diffusions
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+Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization
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+On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
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+COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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