Continuous-time mean-risk portfolio selection
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Cited in
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- Mean-risk portfolio management with bankruptcy prohibition
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- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations
- Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations
- A continuous selection for optimal portfolios under convex risk measures does not always exist
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
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- Dynamic mean-VaR portfolio selection in continuous time
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- Optimal mean-semi-variance investment-reinsurance problem under probability distortion for an insurer
- Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization
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