Pages that link to "Item:Q5958786"
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The following pages link to Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786):
Displaying 7 items.
- Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
- Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- The mean-variance investment problem in a constrained financial market (Q859607) (← links)
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
