Pages that link to "Item:Q1954547"
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The following pages link to Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547):
Displaying 8 items.
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
- Optimal portfolio strategy under rolling economic maximum drawdown constraints (Q1719131) (← links)
- A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- A closer look at the minimum-variance portfolio optimization model (Q2300406) (← links)
- Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
