Pages that link to "Item:Q1198577"

The following pages link to A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients (Q1198577):

Displaying 34 items.

• Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
• Mean-variance portfolio selection with margin requirements (Q355783) (← links)
• Continuum modeling and control of large nonuniform wireless networks via nonlinear partial differential equations (Q369824) (← links)
• Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection (Q625791) (← links)
• Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
• Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
• Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint (Q931183) (← links)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
• Optimal investment strategies with a reallocation constraint (Q992044) (← links)
• Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth (Q1023113) (← links)
• Optimal consumption choices for a `large' investor (Q1128528) (← links)
• Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
• Maximizing the probability of a perfect hedge (Q1578595) (← links)
• Optimal portfolio policies with borrowing and shortsale constraints (Q1583148) (← links)
• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
• A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
• On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
• Optimal stopping time of a portfolio selection problem with multi-assets (Q2033993) (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
• Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
• Optimal investment with multiple risky assets under short-selling prohibition in a periodic environment (Q2439874) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
• SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
• The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
• DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS (Q3100996) (← links)
• Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
• Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679) (← links)
• Optimal portfolios with a positive lower bound on final wealth (Q5711170) (← links)
• Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints (Q5745553) (← links)
• OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT (Q5854325) (← links)
• Generalized Neyman-Pearson lemma via convex duality. (Q5933652) (← links)
• Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)