Pages that link to "Item:Q858428"

The following pages link to Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428):

Displaying 46 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
• Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs (Q299658) (← links)
• A discontinuous mispricing model under asymmetric information (Q319248) (← links)
• Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow (Q414601) (← links)
• A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
• Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• Optimal investment with noise trading risk (Q732810) (← links)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• Particle swarm optimization approach to portfolio optimization (Q1026729) (← links)
• Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
• Two-stage fuzzy portfolio selection problem with transaction costs (Q1666305) (← links)
• Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
• Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← 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)
• Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
• Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
• Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
• Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
• Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints (Q2253396) (← links)
• Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
• On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
• Multiperiod mean semi-absolute deviation interval portfolio selection with entropy constraints (Q2397564) (← links)
• Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
• Portfolio selection with hyperexponential utility functions (Q2454355) (← links)
• Credibilitic mean-variance model for multi-period portfolio selection problem with risk control (Q2454358) (← links)
• On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem (Q2466102) (← links)
• Time consistent policy of multi-period mean-variance (Q2515277) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
• Multi‐period mean‐variance portfolio selection in a regime‐switching market with a bankruptcy state (Q5417267) (← links)
• First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
• Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)