Pages that link to "Item:Q2446009"
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The following pages link to Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach (Q2446009):
Displayed 45 items.
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
- Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
- Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
- Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
- Uniqueness of equilibrium strategies in dynamic mean-variance problems with random coefficients (Q2190010) (← links)
- Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Linear-quadratic time-inconsistent mean field games (Q2514571) (← links)
- Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps (Q2672856) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
- Minimum probability function of crossing the upper regulatory threshold for asset-liability management (Q5079153) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements (Q5092672) (← links)
- MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (Q5150287) (← links)
- PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- Mean-Variance Asset Liability Management with State-Dependent Risk Aversion (Q5379208) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- Time-consistent investment strategy for a DC pension plan with hidden Markov regime switching (Q6100577) (← links)
- A framework for treating model uncertainty in the asset liability management problem (Q6102863) (← links)
- Equilibrium behavioral strategy for a DC pension plan with piecewise linear state-dependent risk tolerance (Q6106195) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
