Pages that link to "Item:Q321015"
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The following pages link to Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015):
Displaying 17 items.
- Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- Dynamic safety first expected utility model (Q724069) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
- Dynamic mean–VaR portfolio selection in continuous time (Q4555169) (← links)
- OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION (Q5019044) (← links)
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- Portfolio selection with exploration of new investment assets (Q6168501) (← links)
