Pages that link to "Item:Q5700131"
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The following pages link to CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS (Q5700131):
Displaying 15 items.
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Utility maximization with convex constraints and partial information (Q996765) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- Consumption and investment with interest rate risk (Q2633849) (← links)
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- Optimal portfolio selection strategies under some constraints (Q3054702) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- The investor problem based on the HJM model (Q5028970) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- A stochastic control model of investment, production, and consumption on a finite horizon (Q5246792) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
