scholarly journals Optimal mean-variance reinsurance with delay and multiple\\ classes of dependent risks

2017 ◽  
Vol 47 (6) ◽  
pp. 723-756 ◽  
Author(s):  
LIANG ZhiBin ◽  
YANG XiaoXiao ◽  
ZHANG CaiBin
Keyword(s):  
Dependent Risks ◽  
Mean Variance

Dynamic Mean–Variance Asset Allocation

CFA Digest ◽  
2010 ◽  
Vol 40 (4) ◽  
pp. 47-49
Author(s):  
Johann U. de Villiers
Keyword(s):  
Asset Allocation ◽  
Mean Variance

Dynamic mean-variance portfolio analysis under model risk

2009 ◽  
Vol 12 (4) ◽  
pp. 91-115 ◽  
Author(s):  
Daniel Kuhn ◽  
Panos Parpas ◽  
Berç Rustem ◽  
Raquel Fonseca
Keyword(s):  
Portfolio Analysis ◽  
Model Risk ◽  
Mean Variance Portfolio ◽  
Mean Variance

Mean-Variance Convergence Around the World

2008 ◽  
Author(s):  
Cheol S. Eun ◽  
Jinsoo Lee
Keyword(s):  
The World ◽  
Mean Variance

Mean-Variance Utility

2015 ◽  
Author(s):  
Yutaka Nakamura
Keyword(s):  
Mean Variance
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