Pages that link to "Item:Q2024120"

The following pages link to Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120):

Displaying 7 items.

• Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Pairs trading under delayed cointegration (Q5039626) (← links)
• Robust time-consistent strategy for the defined contribution pension plan with a minimum guarantee under ambiguity (Q6060710) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
• Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
• Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)