Pages that link to "Item:Q1945040"

The following pages link to Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040):

Displaying 16 items.

• Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process (Q5079961) (← links)
• Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
• ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
• Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068) (← links)
• Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
• Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
• Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market (Q5277964) (← links)
• Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium (Q5346494) (← links)
• Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
• Time-Consistent Investment and Reinsurance Strategies for Mean–Variance Insurers in <i>N</i>-Agent and Mean-Field Games (Q5877349) (← links)
• Present-biased lobbyists in linear-quadratic stochastic differential games (Q6074010) (← links)
• Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
• Portfolio selection with exploration of new investment assets (Q6168501) (← links)
• Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)
• On horizon-consistent mean-variance portfolio allocation (Q6549611) (← links)
• Equilibrium reinsurance strategy and mean residual life function (Q6565534) (← links)