Pages that link to "Item:Q2376744"
From MaRDI portal
The following pages link to Mean-variance principle of managing cointegrated risky assets and random liabilities (Q2376744):
Displaying 19 items.
- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
- Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
- Optimal dynamic mean-variance asset-liability management under the Heston model (Q1712605) (← links)
- Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
- Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
- Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
- Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
- MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (Q5150287) (← links)
- Optimal investment and consumption under a continuous-time cointegration model with exponential utility (Q5234345) (← links)
- Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) (← links)
