The following pages link to The premium of dynamic trading (Q2994858):
Displaying 9 items.
- The optimal mean variance problem with inflation (Q894986) (← links)
- Time-consistent strategies for multi-period portfolio optimization with/without the risk-free asset (Q1721408) (← links)
- Robust investment strategies with two risky assets (Q2115940) (← links)
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
- The premium of dynamic trading in a discrete-time setting (Q4554212) (← links)
