Pages that link to "Item:Q2500788"

The following pages link to Portfolio optimization in stochastic markets (Q2500788):

Displaying 32 items.

• Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
• Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
• Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
• Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
• Mission-based component testing for series systems (Q646630) (← links)
• Optimal investment with noise trading risk (Q732810) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
• Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
• Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
• Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
• Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
• A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
• Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
• Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
• Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• Time consistent policy of multi-period mean-variance (Q2515277) (← links)
• Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
• Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
• Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
• Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521) (← links)
• Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
• Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
• Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267) (← links)