Pages that link to "Item:Q5427659"
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The following pages link to PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659):
Displayed 29 items.
- Downside risk in multiperiod tracking error models (Q301206) (← links)
- Less is more: increasing retirement gains by using an upside terminal wealth constraint (Q495482) (← links)
- Hedging under multiple risk constraints (Q522054) (← links)
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Risk management with multiple VaR constraints (Q1616838) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- On the uncertainty of VaR of individual risk (Q2332768) (← links)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- Optimal portfolio choice and consistent performance (Q2343112) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- The Neyman-Pearson lemma under \(g\)-probability (Q2472990) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- Asset allocation strategies in the presence of liability constraints (Q2520460) (← links)
- Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
- Pricing Options Using Lattice Rules (Q3518776) (← links)
- PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- Asset Allocation with Hedge Funds on the Menu (Q5019763) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)
- Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
- Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589) (← links)
- IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH (Q5745190) (← links)