Pages that link to "Item:Q322571"

The following pages link to Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571):

Displayed 39 items.

• Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) ‎ (← links)
• Understanding dynamic mean variance asset allocation (Q323338) ‎ (← links)
• Behavioral mean-variance portfolio selection (Q724154) ‎ (← links)
• Optimal dynamic asset allocation for DC plan accumulation/decumulation: ambition-CVaR (Q784441) ‎ (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) ‎ (← links)
• On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) ‎ (← links)
• Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) ‎ (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) ‎ (← links)
• Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) ‎ (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) ‎ (← links)
• Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) ‎ (← links)
• Optimal pairs trading with dynamic mean-variance objective (Q2238762) ‎ (← links)
• Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) ‎ (← links)
• Complete markets do not allow free cash flow streams (Q2350932) ‎ (← links)
• Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) ‎ (← links)
• Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) ‎ (← links)
• A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) ‎ (← links)
• Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem (Q2661546) ‎ (← links)
• Short term decumulation strategies for underspending retirees (Q2670108) ‎ (← links)
• Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) ‎ (← links)
• Survey on multi-period mean-variance portfolio selection model (Q2676167) ‎ (← links)
• ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669) ‎ (← links)
• A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity (Q3300982) ‎ (← links)
• The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management (Q4555082) ‎ (← links)
• Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) ‎ (← links)
• On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) ‎ (← links)
• TWO STAGE DECUMULATION STRATEGIES FOR DC PLAN INVESTORS (Q4990921) ‎ (← links)
• OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION (Q5019044) ‎ (← links)
• Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) ‎ (← links)
• A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) ‎ (← links)
• Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) ‎ (← links)
• OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) ‎ (← links)
• PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) ‎ (← links)
• Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945) ‎ (← links)
• Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (Q5378528) ‎ (← links)
• Simulating risk measures via asymptotic expansions for relative errors (Q6054368) ‎ (← links)
• Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) ‎ (← links)
• Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) ‎ (← links)
• Portfolio selection with exploration of new investment assets (Q6168501) ‎ (← links)