Pages that link to "Item:Q646757"
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The following pages link to Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757):
Displayed 22 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
- Multi-period portfolio optimization for asset-liability management with bankrupt control (Q387508) (← links)
- A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
- Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
- Solving a fractional programming problem in a commercial bank (Q2171099) (← links)
- Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
- Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
- Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
- On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) (← links)
- Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
- Mean-Variance Asset Liability Management with State-Dependent Risk Aversion (Q5379208) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- The optimal investment problem with inflation and liquidity risk (Q6079953) (← links)
- Constrained mean-variance portfolio optimization for jump-diffusion process under partial information (Q6092929) (← links)
- Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)