Recommendations
Cites work
- scientific article; zbMATH DE number 5016447 (Why is no real title available?)
- A Minimum Variance Result in Continuous Trading Portfolio Optimization
- A theory of Markovian time-inconsistent stochastic control in discrete time
- Consistent Plans
- Explicit solutions to some optimal variance stopping problems
- Heuristic Approach to the Kolmogorov-Smirnov Theorems
- Investment and consumption without commitment
- On the Existence of a Consistent Course of Action when Tastes are Changing
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation
- Selling a stock at the ultimate maximum
- Time-consistent mean-variance portfolio selection in discrete and continuous time
Cited in
(30)- Distribution-constrained optimal stopping
- A verification theorem for optimal stopping problems with expectation constraints
- Monotone Sharpe ratios and related measures of investment performance
- Nonlinear PDE approach to time-inconsistent optimal stopping
- A remark on optimal variance stopping problems
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
- Constrained maximum variance stopping for a finite horizon increasing random walk
- On time-inconsistent stopping problems and mixed strategy stopping times
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application
- Time-consistent stopping under decreasing impatience
- Time-inconsistent mean-field optimal stopping: a limit approach
- Viscosity Solutions for Obstacle Problems on Wasserstein Space
- On time-inconsistent stochastic control in continuous time
- Moment-constrained optimal dividends: precommitment and consistent planning
- Optimal stock selling based on the global maximum
- A regular equilibrium solves the extended HJB system
- Mean-variance portfolio selection with dynamic targets for expected terminal wealth
- OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK
- Time consistent stopping for the mean-standard deviation problem -- the discrete time case
- Dynamic optimality in optimal variance stopping problems
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
- Optimal mean-variance portfolio selection
- Optimal selling time in stock market over a finite time horizon
- On the time consistent solution to optimal stopping problems with expectation constraint
- Dynamic Programming Equation for the Mean Field Optimal Stopping Problem
- Optimal stopping with expectation constraints
- Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index
- Optimal selling rules for monetary invariant criteria: tracking the maximum of a portfolio with negative drift
- Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics
- Optimal variance stopping with linear diffusions
This page was built for publication: Optimal mean-variance selling strategies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q253104)
