Pages that link to "Item:Q2442511"
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The following pages link to Optimal investment policy in the time consistent mean-variance formulation (Q2442511):
Displayed 16 items.
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- \(l_1\)-regularization for multi-period portfolio selection (Q827241) (← links)
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
- Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
- Sparse Approximations with Interior Point Methods (Q5044994) (← links)
- Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- Optimal initial coin offering under speculative token trading (Q6106488) (← links)