Pages that link to "Item:Q5704066"
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The following pages link to Mean-Variance Portfolio Selection with Random Parameters in a Complete Market (Q5704066):
Displayed 21 items.
- Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
- Portfolio optimization when expected stock returns are determined by exposure to risk (Q605869) (← links)
- Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
- Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- A class of portfolio selection with a four-factor futures price model (Q2271822) (← links)
- FBSDE approach to utility portfolio selection in a market with random parameters (Q2479338) (← links)
- The premium of dynamic trading (Q2994858) (← links)
- Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
- Convex duality in constrained mean-variance portfolio optimization (Q3435391) (← links)
- Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
- Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations (Q3580015) (← links)
- The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
- Mean–variance efficiency with extended CIR interest rates (Q5391296) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)