Pages that link to "Item:Q5711169"

The following pages link to Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility (Q5711169):

Displaying 34 items.

• CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (Q3393970) (← links)
• UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219) (← links)
• Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
• Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
• HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
• A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
• Asymptotic analysis for portfolio optimization problem under two-factor Heston's stochastic volatility model (Q4582863) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
• Expected Utility Theory on General Affine GARCH Models (Q5041836) (← links)
• On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837) (← links)
• Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
• Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250) (← links)
• Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130) (← links)
• Portfolio Optimization in Fractional and Rough Heston Models (Q5112724) (← links)
• Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
• PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (Q5283401) (← links)
• Time-Inconsistent Portfolio Investment Problems (Q5374163) (← links)
• Optimal Portfolios for Financial Markets with Wishart Volatility (Q5407025) (← links)
• Utility Maximization in Multivariate Volterra Models (Q5886358) (← links)
• Young, timid, and risk takers (Q6054383) (← links)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
• Optimal reinsurance-investment with loss aversion under rough Heston model (Q6101023) (← links)
• Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
• Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)
• A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions (Q6158415) (← links)
• Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (Q6541020) (← links)
• The mean-reverting 4/2 stochastic volatility model: properties and financial applications (Q6578150) (← links)
• The power of derivatives in portfolio optimization under affine GARCH models (Q6581911) (← links)
• Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
• Optimal consumption and investment in general affine GARCH models (Q6617073) (← links)
• Portfolio problem for the \(\alpha\)-hypergeometric stochastic volatility model with consumption (Q6648741) (← links)
• The role of health in consumption and portfolio decision-making: insights from state-dependent models (Q6653538) (← links)