Pages that link to "Item:Q1994404"

The following pages link to Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404):

Displaying 17 items.

• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
• Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
• Pre-commitment and equilibrium investment strategies for the DC pension plan with regime switching and a return of premiums clause (Q1667414) (← links)
• Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
• Time consistent policy of multi-period mean-variance (Q2515277) (← links)
• Hybrid strategy in multiperiod mean-variance framework (Q2688929) (← links)
• Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
• The premium of dynamic trading in a discrete-time setting (Q4554212) (← links)
• (Q4998920) (← links)
• Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
• Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068) (← links)