The following pages link to Kwok Chuen Wong (Q1711722):
Displaying 5 items.
- A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
- Asset prices in segmented and integrated markets (Q2211344) (← links)
- Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach (Q2446009) (← links)
- Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting (Q2940757) (← links)
- Mean-Variance Pre-Commitment Policies Revisited Via a Mean-Field Technique (Q5256604) (← links)
