Pages that link to "Item:Q2657018"
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The following pages link to Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018):
Displaying 4 items.
- Stackelberg differential game for insurance under model ambiguity (Q2172035) (← links)
- Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197) (← links)
- Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
