Pages that link to "Item:Q659228"
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The following pages link to A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228):
Displaying 8 items.
- A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
