Pages that link to "Item:Q253104"
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The following pages link to Optimal mean-variance selling strategies (Q253104):
Displaying 25 items.
- Optimal mean-variance portfolio selection (Q513742) (← links)
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- Dynamic optimality in optimal variance stopping problems (Q722667) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- A verification theorem for optimal stopping problems with expectation constraints (Q1734287) (← links)
- Optimal variance stopping with linear diffusions (Q1986029) (← links)
- Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
- A regular equilibrium solves the extended HJB system (Q2294352) (← links)
- On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591) (← links)
- Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
- Constrained maximum variance stopping for a finite horizon increasing random walk (Q2661506) (← links)
- A remark on optimal variance stopping problems (Q2794735) (← links)
- Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
- Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index (Q4639222) (← links)
- Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case (Q4971977) (← links)
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
- Distribution‐constrained optimal stopping (Q5743126) (← links)
- Viscosity Solutions for Obstacle Problems on Wasserstein Space (Q6107859) (← links)
- Time-inconsistent mean-field optimal stopping: a limit approach (Q6115683) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820) (← links)
