Pages that link to "Item:Q4906533"
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The following pages link to BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533):
Displayed 19 items.
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) (← links)
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
- Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
- Time-consistent investment strategy under partial information (Q896762) (← links)
- Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
- Stochastic control for optimal execution: fast approximation solution scheme under nested mean-semi deviation and conditional value at risk (Q1706677) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Complete markets do not allow free cash flow streams (Q2350932) (← links)
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669) (← links)
- Multiperiod Mean-CVaR Portfolio Selection (Q5356993) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)