The Research of Discrete Mean - Variance Portfolio Problem With Time-Delay

Mathematics and Computer Science
doi 10.11648/j.mcs.20170206.13
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Science Publishing Group

Related search

Continuous-Time Mean-Variance Portfolio Selection Problem With Ho-Lee Stochastic Interest Rates

2017English

Discrete Time and Continuous Time Dynamic Mean-Variance Analysis

SSRN Electronic Journal
1999English

Characteristic-Based Mean-Variance Portfolio Choice

Journal of Banking and Finance
EconomicsEconometricsFinance
2012English

Time-Consistent Mean–variance Portfolio Optimization: A Numerical Impulse Control Approach

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2018English

Mean-Variance Portfolio Optimization Under Asset-Liability Based on Time Series Approaches

International Journal of Mathematics Trends and Technology
2017English

The Optimization of the Mean-Variance Portfolio Selection With Nonsmooth Concave Transaction Costs

DEStech Transactions on Computer Science and Engineering
2017English

Multi-Period Mean-Variance Portfolio Optimization With Markov Switching Parameters

Sba: Controle & Automação Sociedade Brasileira de Automatica
2008English

Time-Consistent Optimal Portfolio Strategy for Asset-Liability Management Under Mean-Variance Criterion

Accounting and Finance Research
2013English

Equilibrium Time-Consistent Strategy for Corporate International Investment Problem With Mean-Variance Criterion

Mathematical Problems in Engineering
MathematicsEngineering
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy