Pages that link to "Item:Q5407987"

The following pages link to Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987):

Displayed 20 items.

• Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) ‎ (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) ‎ (← links)
• On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) ‎ (← links)
• Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758) ‎ (← links)
• Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) ‎ (← links)
• Optimal liquidation under partial information with price impact (Q1986008) ‎ (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) ‎ (← links)
• A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) ‎ (← links)
• Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) ‎ (← links)
• ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669) ‎ (← links)
• The 4% strategy revisited: a pre-commitment mean-variance optimal approach to wealth management (Q4555082) ‎ (← links)
• Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) ‎ (← links)
• On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies (Q4988555) ‎ (← links)
• Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) ‎ (← links)
• A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) ‎ (← links)
• Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) ‎ (← links)
• OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE (Q5119563) ‎ (← links)
• Optimal Market Making under Partial Information with General Intensities (Q5126677) ‎ (← links)
• PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) ‎ (← links)
• Management of Portfolio Depletion Risk through Optimal Life Cycle Asset Allocation (Q5241945) ‎ (← links)