Pages that link to "Item:Q5273716"
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The following pages link to Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation (Q5273716):
Displayed 50 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
- Multi-period portfolio optimization for asset-liability management with bankrupt control (Q387508) (← links)
- Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
- Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Asset and liability management under a continuous-time mean-variance optimization framework (Q860504) (← links)
- Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Time-consistent investment strategy under partial information (Q896762) (← links)
- Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- Dynamic portfolio optimization with risk control for absolute deviation model (Q1037655) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
- Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (Q1671765) (← links)
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
- Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
- Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
- Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
- A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
- Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
- Portfolio optimization in stochastic markets (Q2500788) (← links)
- Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
- A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
- Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control<sup>†</sup> (Q2868825) (← links)
- A class of continuous-time portfolio selection with liability under jump-diffusion processes (Q3654564) (← links)
- MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)