Pages that link to "Item:Q1945040"
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The following pages link to Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040):
Displayed 17 items.
- Optimal mean-variance selling strategies (Q253104) (← links)
- Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
- A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182) (← links)
- Optimal mean-variance portfolio selection (Q513742) (← links)
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
- Time-consistent investment strategy under partial information (Q896762) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
- Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market (Q5277964) (← links)
- Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium (Q5346494) (← links)