Pages that link to "Item:Q3402361"

The following pages link to Continuous-Time Markowitz's Model with Transaction Costs (Q3402361):

Displaying 32 items.

• Leverage management in a bull-bear switching market (Q311005) (← links)
• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
• Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
• Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
• Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution (Q2022311) (← links)
• Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint (Q2059371) (← links)
• Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
• A varying terminal time mean-variance model (Q2124501) (← links)
• A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
• A free boundary problem arising from a multi-state regime-switching stock trading model (Q2172474) (← links)
• Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
• Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
• Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
• A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
• A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
• The premium of dynamic trading (Q2994858) (← links)
• Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
• Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
• Multi-time state mean-variance model in continuous time (Q5016146) (← links)
• Online portfolio selection (Q5176170) (← links)
• THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
• MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (Q5411392) (← links)
• Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
• Optimal annuitization and asset allocation under linear habit formation (Q6152714) (← links)
• Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)