A Unified Approach to Dynamic Mean-Variance Analysis in Discrete and Continuous Time

SSRN Electronic Journal ◽

10.2139/ssrn.1367218 ◽

2009 ◽

Author(s):

Paul A. Bekker ◽

Kees E. Bouwman

Keyword(s):

Continuous Time ◽

Variance Analysis ◽

Unified Approach ◽

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Beyond the Local Mean-Variance Analysis in Continuous Time: The Problem of Non-Normality

SSRN Electronic Journal ◽

10.2139/ssrn.2569610 ◽

2015 ◽

Author(s):

Knut K. Aase ◽

Jostein Lillestol

Keyword(s):

Continuous Time ◽

Variance Analysis ◽

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Discrete Time and Continuous Time Dynamic Mean-Variance Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.166708 ◽

1999 ◽

Author(s):

Ariane Reiss

Keyword(s):

Discrete Time ◽

Continuous Time ◽

Variance Analysis ◽

Time Dynamic ◽

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A Unified Approach to Mean-Variance Portfolio Selection in Discrete and Continuous Time

SSRN Electronic Journal ◽

10.2139/ssrn.966075 ◽

2007 ◽

Author(s):

Paul A. Bekker ◽

Kees E. Bouwman

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Unified Approach ◽

Mean Variance Portfolio ◽

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Mean-variance analysis for supply chain coordination with the combined contract

Proceedings. 2005 IEEE Networking, Sensing and Control, 2005. ◽

10.1109/icnsc.2005.1461267 ◽

2005 ◽

Author(s):

Bin Liu ◽

Sifeng Liu ◽

Jian Chen ◽

Yingying Ren

Keyword(s):

Supply Chain ◽

Supply Chain Coordination ◽

Variance Analysis ◽

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Continuous-time mean–variance portfolio selection with random horizon in an incomplete market

10.1016/j.automatica.2016.02.017 ◽

2016 ◽

Vol 69 ◽

pp. 176-180 ◽

Author(s):

Siyu Lv ◽

Zhen Wu ◽

Zhiyong Yu

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Incomplete Market ◽

Random Horizon ◽

Mean Variance Portfolio ◽

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Mean–variance analysis of a single supplier and retailer supply chain under a returns policy

European Journal of Operational Research ◽

10.1016/j.ejor.2006.10.051 ◽

2008 ◽

Vol 184 (1) ◽

pp. 356-376 ◽

Author(s):

Tsan-Ming Choi ◽

Duan Li ◽

Houmin Yan

Keyword(s):

Supply Chain ◽

Variance Analysis ◽

Returns Policy ◽

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Bicriteria Exploratory Mean-Variance Portfolio Selection Problem in Continuous Time

10.1109/ccdc52312.2021.9602795 ◽

2021 ◽

Author(s):

Heng Zhang

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Selection Problem ◽

Portfolio Selection Problem ◽

Mean Variance Portfolio ◽

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Continuous-time mean–variance portfolio selection with liability and regime switching

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2009.05.005 ◽

2009 ◽

Vol 45 (1) ◽

pp. 148-155 ◽

Author(s):

Shuxiang Xie

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Regime Switching ◽

Mean Variance Portfolio ◽

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Mean-variance analysis for indivisible assets

Omega ◽

10.1016/0305-0483(81)90069-4 ◽

1981 ◽

Vol 9 (1) ◽

pp. 77-88 ◽

Author(s):

M Chapman Findlay ◽

Richard D McBride ◽

Jonathan S Yormark ◽

Stephen D Messner

Keyword(s):

Variance Analysis ◽

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Continuous-time mean variance portfolio with transaction costs: a proximal approach involving time penalization

International Journal of General Systems ◽

10.1080/03081079.2018.1522306 ◽

2018 ◽

Vol 48 (2) ◽

pp. 91-111

Author(s):

M. García-Galicia ◽

A. A. Carsteanu ◽

J. B. Clempner

Keyword(s):

Transaction Costs ◽

Continuous Time ◽

Mean Variance Portfolio ◽

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