Pages that link to "Item:Q856298"
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The following pages link to Discrete time market with serial correlations and optimal myopic strategies (Q856298):
Displaying 14 items.
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- On strong causal binomial approximation for stochastic processes (Q478653) (← links)
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Optimal investment with noise trading risk (Q732810) (← links)
- Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Portfolio selection with hyperexponential utility functions (Q2454355) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015) (← links)
- Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
