Pages that link to "Item:Q1018907"
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The following pages link to Multi-period portfolio selection for asset-liability management with uncertain investment horizon (Q1018907):
Displayed 19 items.
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
- Multi-period portfolio optimization for asset-liability management with bankrupt control (Q387508) (← links)
- Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon (Q545457) (← links)
- Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930) (← links)
- A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints (Q1716940) (← links)
- Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734) (← links)
- A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579) (← links)
- Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
- Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
- Multi-time state mean-variance model in continuous time (Q5016146) (← links)
- Stochastic maximum principle for optimal control problem with a stopping time cost functional (Q5095510) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- Multi-period portfolio management and a simple method for calculating the realized return with transaction costs (Q6159094) (← links)
- Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (Q6161000) (← links)