Pages that link to "Item:Q621709"

The following pages link to Continuous time mean variance asset allocation: a time-consistent strategy (Q621709):

Displaying 50 items.

• Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
• Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
• Optimal trade execution: a mean quadratic variation approach (Q318882) (← links)
• Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach (Q322571) (← links)
• Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
• Fuzzy multi-period portfolio selection with different investment horizons (Q323461) (← links)
• Time-consistent investment strategy for DC pension plan with stochastic salary under CEV model (Q328079) (← links)
• Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
• Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
• Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
• Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
• Time-consistent investment strategy under partial information (Q896762) (← links)
• Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
• Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930) (← links)
• On pre-commitment aspects of a time-consistent strategy for a mean-variance investor (Q1656373) (← links)
• Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
• Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758) (← links)
• Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
• On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
• A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
• The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
• Dynamic mean-variance problem with frictions (Q2120542) (← links)
• Mean-variance dynamic optimality for DC pension schemes (Q2209790) (← links)
• A continuous-time theory of reinsurance chains (Q2212167) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
• Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
• Optimal time-consistent investment and reinsurance policies for mean-variance insurers (Q2276271) (← links)
• Nash equilibrium strategies for a defined contribution pension management (Q2347073) (← links)
• Time-consistent strategies for a multiperiod mean-variance portfolio selection problem (Q2375686) (← links)
• Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
• Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion (Q2445993) (← links)
• Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
• Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
• Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
• Time consistent policy of multi-period mean-variance (Q2515277) (← links)
• Risk and potential: an asset allocation framework with applications to robo-advising (Q2676163) (← links)
• Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
• Hybrid strategy in multiperiod mean-variance framework (Q2688929) (← links)
• COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)