Pages that link to "Item:Q1994239"

The following pages link to Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239):

Displaying 9 items.

• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
• Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
• Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) (← links)
• Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068) (← links)