Pages that link to "Item:Q2797756"
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The following pages link to A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756):
Displayed 11 items.
- Optimal insurance design with a bonus (Q1681091) (← links)
- Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
- \(g\)-expectation of distributions (Q2096196) (← links)
- Dual utilities on risk aggregation under dependence uncertainty (Q2274230) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- A Mean-Variance Approach to Capital Investment Optimization (Q5742498) (← links)
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
- Robust utility maximisation with intractable claims (Q6074011) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)