Pages that link to "Item:Q2375686"
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The following pages link to Time-consistent strategies for a multiperiod mean-variance portfolio selection problem (Q2375686):
Displayed 6 items.
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
- Nash equilibrium strategies for a defined contribution pension management (Q2347073) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)