Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Robert M. Costrell
Equilibrium and Optimality in a Mean-Variance Model
RAND Journal of Economics
Economics
Econometrics
Related publications
Equilibrium Time-Consistent Strategy for Corporate International Investment Problem With Mean-Variance Criterion
Mathematical Problems in Engineering
Mathematics
Engineering
Pareto Optimality and Equilibrium in an Insurance Market
ASTIN Bulletin
Accounting
Economics
Econometrics
Finance
Nash Equilibrium Strategy for a DC Pension Plan With State-Dependent Risk Aversion: A Multiperiod Mean-Variance Framework
Discrete Dynamics in Nature and Society
Modeling
Simulation
Optimality, Equilibrium, and Curb Sets in Decision Problems Without Commitment
Dynamic Games and Applications
Computer Graphics
Probability
Statistics
Applied Mathematics
Mathematics
Computer Science Applications
Computer-Aided Design
Computational Theory
Computational Mathematics
A Flexible Model for the Mean and Variance Functions, With Application to Medical Cost Data
Statistics in Medicine
Epidemiology
Statistics
Probability
Pareto Optimality of the Golden Rule Equilibrium in an Overlapping Generations Model With Production and Transfers
Macroeconomic Dynamics
Economics
Econometrics
Optimal Dynamic Mean-Variance Asset-Liability Management Under the Heston Model
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
A Comparison of VaR and CVaR Constraints on Portfolio Selection With the Mean-Variance Model
Management Science
Management Science
Management
Operations Research
Strategy
Tests of Mean-Variance Spanning
SSRN Electronic Journal
