Pages that link to "Item:Q4988555"
From MaRDI portal
The following pages link to On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555):
Displaying 9 items.
- Short term decumulation strategies for underspending retirees (Q2670108) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems (Q5071492) (← links)
- A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints (Q6079984) (← links)
- Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
