Pages that link to "Item:Q1785290"
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The following pages link to A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290):
Displayed 10 items.
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
- Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (Q2135044) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
- Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)