Pages that link to "Item:Q5273716"
From MaRDI portal
The following pages link to Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation (Q5273716):
Displayed 12 items.
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814) (← links)
- Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521) (← links)
- Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
- Continuous-time safety-first portfolio selection with jump-diffusion processes (Q5497353) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- Multi-period Telser's safety-first portfolio selection problem in a defined contribution pension plan (Q6131029) (← links)
- Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (Q6161000) (← links)