Pages that link to "Item:Q953755"

The following pages link to Optimal portfolio management with American capital guarantee (Q953755):

Displaying 37 items.

• Downside risk in multiperiod tracking error models (Q301206) (← links)
• Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
• Hedging under multiple risk constraints (Q522054) (← links)
• Portfolio insurance under a risk-measure constraint (Q654812) (← links)
• Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) (← links)
• Portfolio insurance with liquidity risk (Q841847) (← links)
• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• On the optimality of path-dependent structured funds: the cost of standardization (Q1735195) (← links)
• Reflected backward stochastic differential equations with time-delayed generators (Q1743324) (← links)
• Long-term optimal portfolios with floor (Q1761450) (← links)
• A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
• Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
• A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
• On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
• Optimal investment strategies with a minimum performance constraint (Q2241063) (← links)
• Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
• Optimal portfolio choice and consistent performance (Q2343112) (← links)
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
• Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525) (← links)
• Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230) (← links)
• Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
• Income drawdown option with minimum guarantee (Q2514762) (← links)
• Asset allocation strategies in the presence of liability constraints (Q2520460) (← 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)
• Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework (Q3088970) (← links)
• CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977) (← links)
• Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
• PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858) (← links)
• Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
• PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
• CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE (Q5472779) (← links)
• On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)