Mean-risk portfolio management with bankruptcy prohibition (Q1735044): Difference between revisions

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+Mean-Variance Pre-Commitment Policies Revisited Via a Mean-Field Technique
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+Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer
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+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
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+Portfolio Optimization Under a Minimax Rule
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+Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model
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+Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
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+Mean-variance asset-liability management under constant elasticity of variance process
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+Optimal consumption-portfolio policies: A convergence from discrete to continuous time models
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+Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection
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+Continuous-time mean-risk portfolio selection
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+Robust Portfolio Choice and Indifference Valuation
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+Stability of utility-maximization in incomplete markets
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+Multi-period portfolio optimization for asset-liability management with bankrupt control
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
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+Optimal Investment for an Insurer to Minimize Its Probability of Ruin
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+Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
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+Weak convergence of financial markets.
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+Probability with Martingales
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+Utility-Deviation-Risk Portfolio Selection
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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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