Pages that link to "Item:Q1711723"

The following pages link to A paradox in time-consistency in the mean-variance problem? (Q1711723):

Displaying 13 items.

• Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
• Dynamic mean-variance problem with frictions (Q2120542) (← 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)
• On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
• Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
• Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492) (← links)
• Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
• Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
• Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) (← links)
• ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
• PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
• Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)