Pages that link to "Item:Q2500788"
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The following pages link to Portfolio optimization in stochastic markets (Q2500788):
Displayed 8 items.
- 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)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)