Pages that link to "Item:Q1655930"
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The following pages link to Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930):
Displayed 3 items.
- On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
- PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)