Pages that link to "Item:Q5411392"
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The following pages link to MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392):
Displayed 50 items.
- Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
- Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
- Small-time solvability of a flow of forward-backward stochastic differential equations (Q2045128) (← links)
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria (Q2120543) (← links)
- A varying terminal time mean-variance model (Q2124501) (← links)
- Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
- Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
- Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
- Consumption and portfolio decisions with uncertain lifetimes (Q2190067) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Nonrecursive separation of risk and time preferences (Q2201707) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
- Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment (Q2211478) (← links)
- Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
- A continuous-time theory of reinsurance chains (Q2212167) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
- A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- A regular equilibrium solves the extended HJB system (Q2294352) (← links)
- On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591) (← links)
- Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
- Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts (Q2321527) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Personal finance and life insurance under separation of risk aversion and elasticity of substitution (Q2347056) (← links)
- Nash equilibrium strategies for a defined contribution pension management (Q2347073) (← links)
- Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
- Inconsistent investment and consumption problems (Q2355306) (← links)