Pages that link to "Item:Q2445346"
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The following pages link to The optimal mean-variance investment strategy under value-at-risk constraints (Q2445346):
Displayed 3 items.
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)