Pages that link to "Item:Q3650924"
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The following pages link to HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924):
Displayed 8 items.
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- Best-estimate claims reserves in incomplete markets (Q2356237) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Dynamic Trading with Reference Point Adaptation and Loss Aversion (Q3465581) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353) (← links)