Pages that link to "Item:Q2784078"

The following pages link to Dynamic Asset Allocation in a Mean-Variance Framework (Q2784078):

Displaying 37 items.

• Understanding dynamic mean variance asset allocation (Q323338) (← links)
• Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
• Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
• Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
• Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
• Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
• Optimal portfolio management with American capital guarantee (Q953755) (← links)
• Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
• Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239) (← links)
• Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework (Q2015630) (← links)
• Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
• A varying terminal time mean-variance model (Q2124501) (← links)
• Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
• Portfolio theory for squared returns correlated across time (Q2296080) (← links)
• Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns (Q2347101) (← links)
• Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
• Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
• Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
• Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (Q2661546) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
• Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
• The premium of dynamic trading (Q2994858) (← links)
• Stochastic differential portfolio games with Duffie‐Kan interest rate (Q3019246) (← links)
• An optimal investment strategy in bank management (Q3087927) (← links)
• Optimal reinsurance problems with extrapolative claim expectation (Q4563345) (← links)
• Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228) (← links)
• Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
• Mean–variance efficiency with extended CIR interest rates (Q5391296) (← links)
• MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392) (← links)
• Investing for Retirement (Q5718087) (← links)
• QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION (Q5891125) (← links)
• QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION (Q5891126) (← links)
• Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786) (← links)
• Static Markowitz mean-variance portfolio selection model with long-term bonds (Q6164093) (← links)
• Mean-variance Dynamic Portfolio Allocation with Transaction Costs: A Wiener Chaos Expansion Approach (Q6671993) (← links)