Pages that link to "Item:Q666996"
From MaRDI portal
The following pages link to Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996):
Displayed 11 items.
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
- OPTIMAL CONTROL OF THE DECUMULATION OF A RETIREMENT PORTFOLIO WITH VARIABLE SPENDING AND DYNAMIC ASSET ALLOCATION (Q5019044) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)