Pages that link to "Item:Q952683"
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The following pages link to Optimal investment decisions when time-horizon is uncertain (Q952683):
Displaying 18 items.
- Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
- PORTFOLIO SELECTION USING LEVEL CROSSING ANALYSIS (Q4910603) (← links)
- Modeling and solving portfolio selection problems based on PVaR (Q4957247) (← links)
- PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
- Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
- Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
- Optimal consumption problems in discontinuous markets (Q5746732) (← links)
- Inter‐temporal mutual‐fund management (Q6054428) (← links)
- Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- PORTFOLIO CHOICE WITH TIME HORIZON RISK (Q6119779) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
