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2. Zeroing neural network approaches for computing time-varying minimal rank outer inverse. (2024). Cao, Xinwei ; Katsikis, Vasilios N ; Mourtas, Spyridon D ; Li, Shuai ; Stanimirovi, Predrag S ; Mosi, Dijana.
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2. Continuous time mean-variance-utility portfolio problem and its equilibrium strategy. (2020). He, Xin-Jiang ; Zhu, Song-Ping ; Yang, Ben-Zhang.
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4. A varying terminal time mean-variance model. (2020). Yang, Shuzhen.
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6. Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information. (2020). Zhu, Shihao ; Shi, Jingtao.
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9. Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR. (2019). Cui, Xiangyu ; Strub, Moris S ; Gao, Jianjun ; Li, Duan.
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15. ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION. (2017). Oosterlee, Cornelis ; Cong, F.
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16. ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS. (2017). Mishura, Yuliya ; Makogin, Vitalii ; Melnikov, Alexander.
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17. ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING. (2017). Forsyth, P A ; Vetzal, K R.
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20. Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence. (2016). Liang, Zhibin ; Bi, Junna ; Xu, Fangjun.
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22. Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approach. (2016). Forsyth, P A ; Dang, D M.
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27. Portfolio Optimization under Shortfall Risk Constraint. (2016). Li, Qinghua ; Janke, Oliver.
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31. Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer. (2014). Zhang, Yongji ; Meng, Qingbin ; Bi, Junna.
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32. Investment strategies and compensation of a mean–variance optimizing fund manager. (2014). Palczewski, Jan ; Aivaliotis, Georgios.
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35. Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure. (2014). Li, Xun ; Cui, Xiangyu.
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38. Multi-period mean–variance asset–liability management with uncontrolled cash flow and uncertain time-horizon. (2013). Zeng, Yan ; Chen, Shumin ; Yao, Haixiang.
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40. Continuous-time Mean-Variance Portfolio Selection with Stochastic Parameters. (2013). Ni, Yuan-Hua ; Li, Xun ; Pang, Wan-Kai ; Yiu, Ka-Fai Cedric.
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49. A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION. (2008). Xu, Zuo Quan ; Zhou, Xunyu ; Jin, Hanqing.
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