Pages that link to "Item:Q1656373"

The following pages link to On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373):

Displaying 16 items.

• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
• Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
• ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION (Q4595295) (← links)
• Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
• On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
• Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) (← links)
• ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
• PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
• Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies (Q5378528) (← links)
• Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)
• Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization (Q6557366) (← links)