Pages that link to "Item:Q322987"

The following pages link to Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987):

Displaying 19 items.

• Understanding dynamic mean variance asset allocation (Q323338) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Behavioral mean-variance portfolio selection (Q724154) (← links)
• A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
• Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
• Optimal investment management for a defined contribution pension fund under imperfect information (Q1742723) (← links)
• Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
• Long horizon predictability: an asset allocation perspective (Q1999642) (← links)
• Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
• Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
• Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity (Q2103729) (← links)
• Optimal dynamic longevity hedge with basis risk (Q2242224) (← links)
• Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
• Time-consistent investment strategies for a DC pension member with stochastic interest rate and stochastic income (Q2676164) (← links)
• Distributionally robust multi-period portfolio selection subject to bankruptcy constraints (Q2691216) (← links)
• Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
• Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)