Pages that link to "Item:Q953643"

The following pages link to Optimal portfolios under a value-at-risk constraint (Q953643):

Displaying 32 items.

• Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
• Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
• Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
• Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
• Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
• Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
• Risk management with multiple VaR constraints (Q1616838) (← links)
• Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
• Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
• Maximizing expected exponential utility of consumption with a constraint on expected time in poverty (Q2174172) (← links)
• Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
• Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
• Using value-at-risk to reconcile limited liability and the moral-hazard problem (Q2343121) (← links)
• Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
• Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345) (← links)
• Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
• Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
• The optimal mean-variance investment strategy under value-at-risk constraints (Q2445346) (← links)
• Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
• Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
• Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
• Portfolio optimization under the Value-at-Risk constraint (Q3593595) (← links)
• A firm's optimizing behaviour under a value-at-risk constraint (Q3622016) (← links)
• Dynamic mean–VaR portfolio selection in continuous time (Q4555169) (← links)
• Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← links)
• Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
• Optimal investment under dynamic risk constraints and partial information (Q4911229) (← links)
• Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
• Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
• Robust portfolio selection under recovery average value at risk (Q6496953) (← links)