Pages that link to "Item:Q1656373"
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The following pages link to On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373):
Displaying 8 items.
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
- Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
