Pages that link to "Item:Q5941435"
From MaRDI portal
The following pages link to On optimal portfolio choice under stochastic interest rates (Q5941435):
Displaying 27 items.
- Resource allocation with stochastic optimal control approach (Q291338) (← links)
- Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Strategic asset allocation with liabilities: beyond stocks and bonds (Q844772) (← links)
- The role of longevity bonds in optimal portfolios (Q939371) (← links)
- Monte Carlo computation of optimal portfolios in complete markets (Q951338) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- The asset allocation puzzle is still a puzzle (Q1017031) (← links)
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- Optimal pension management in a stochastic framework. (Q1430674) (← links)
- Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
- Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Mixed-asset portfolio allocation under mean-reverting asset returns (Q2288891) (← links)
- Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
- Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
- State-Dependent Utility (Q3621147) (← links)
- OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
- ON THE STABILITY OF CONTINUOUS‐TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET (Q4673849) (← links)
- Strategic commodity allocation (Q4682999) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio (Q6179929) (← links)
