Pages that link to "Item:Q2661487"
From MaRDI portal
The following pages link to A note on monotone mean-variance preferences for continuous processes (Q2661487):
Displaying 6 items.
- Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
- Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models (Q5045197) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- Constrained Monotone Mean-Variance Problem with Random Coefficients (Q6169625) (← links)
- Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference (Q6575260) (← links)
- Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients (Q6577514) (← links)