Pages that link to "Item:Q490798"
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The following pages link to Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798):
Displaying 13 items.
- Time-consistent investment strategy under partial information (Q896762) (← 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)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
- Stochastic portfolio selection problem with reliability criteria (Q2314735) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Hybrid strategy in multiperiod mean-variance framework (Q2688929) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
- The impact of general correlation under multi-period mean-variance asset-liability portfolio management (Q6594990) (← links)
