Pages that link to "Item:Q2409276"
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The following pages link to Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276):
Displaying 6 items.
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Decision on risk-averse dual-channel supply chain under demand disruption (Q2204912) (← links)
- TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION (Q4990918) (← links)
- On asymptotic log-optimal portfolio optimization (Q6109043) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
