Pages that link to "Item:Q5411392"
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The following pages link to MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392):
Displayed 50 items.
- Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
- Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
- Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182) (← links)
- Investment-consumption with regime-switching discount rates (Q459181) (← links)
- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems (Q680407) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
- Time-consistent investment strategy under partial information (Q896762) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
- Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930) (← links)
- Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
- On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447) (← links)
- Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
- Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
- Decomposing risk in an exploitation-exploration problem with endogenous termination time (Q1708513) (← links)
- A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
- Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
- Equilibrium investment strategy for DC pension plan with inflation and stochastic income under Heston's SV model (Q1792827) (← links)