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Publications by P. A. FORSYTH

Comparison of Mean Variance Like Strategies for Optimal Asset Allocation Problems

International Journal of Theoretical and Applied Finance

English

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Time Consistent Strategies for Mean-Variance Asset-Liability Management Problems

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

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Optimal Dynamic Mean-Variance Asset-Liability Management Under the Heston Model

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Network-Based Asset Allocation Strategies

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Optimal Asset Allocation in a Stochastic Factor Model – An Overview and Open Problems

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Optimal International Asset Allocation With Time-Varying Risk

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Optimal Asset Allocation in Life Insurance: The Impact of Regulation

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

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