Pages that link to "Item:Q1689364"
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The following pages link to Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364):
Displaying 20 items.
- Gaussian density estimates for the solution of singular stochastic Riccati equations. (Q331328) (← links)
- Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach (Q1662706) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
- Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
- A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk (Q2100492) (← links)
- Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
- Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
- Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
- Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
- Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models (Q4987721) (← links)
- Multi-time state mean-variance model in continuous time (Q5016146) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
