Pages that link to "Item:Q5958102"
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The following pages link to Optimal investment with minimum performance constraints (Q5958102):
Displayed 30 items.
- Entrance times of random walks: with applications to pension fund modeling (Q282259) (← links)
- Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- Optimal investment strategies with a minimum performance constraint (Q2241063) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
- PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS (Q5488976) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)