Pages that link to "Item:Q2940757"
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The following pages link to Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting (Q2940757):
Displaying 41 items.
- Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
- Equilibrium investment strategy for defined-contribution pension schemes with generalized mean-variance criterion and mortality risk (Q495509) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Time-consistent investment strategy under partial information (Q896762) (← links)
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
- Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958) (← links)
- A regular equilibrium solves the extended HJB system (Q2294352) (← links)
- On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
- Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach (Q2446009) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
- Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns (Q5077224) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management with margin requirements (Q5092672) (← links)
- PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
- Dynamic portfolio choice without cash (Q5234295) (← links)
- A Mean-Variance Approach to Capital Investment Optimization (Q5742498) (← links)
- OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT (Q5854325) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
