Pages that link to "Item:Q1288988"
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The following pages link to Risk-sensitive dynamic asset management (Q1288988):
Displaying 50 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- A method for solution of the Cauchy problem with polynomial coefficients and some applications to problems on management of investment portfolios (Q308580) (← links)
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate (Q355333) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323) (← links)
- Dynamic investment strategies with demand-side and cost-side risks (Q603054) (← links)
- Risk-sensitive control with near monotone cost (Q607556) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- Hypoellipticity and ergodicity of the Wonham filter as a diffusion process (Q647497) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- Dynamic portfolio management with views at multiple horizons (Q668857) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- Portfolio optimization models on infinite-time horizon (Q819340) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
- Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
- Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
- Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
- Maximum likelihood estimation of hidden Markov processes (Q1429106) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Optimal long term growth rate of expected utility of wealth (Q1578591) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- Dynamic asset allocation with event risk, transaction costs and predictable returns (Q1670395) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Dynamic investment and counterparty risk (Q1705168) (← links)
- Algorithm for constructing the efficient frontier of an investment portfolio (Q1745856) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← links)
- Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management (Q1809495) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. (Q1872428) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- Risk sensitive asset management with transaction costs (Q1979075) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- The application of model predictive control on stock portfolio optimization with prediction based on geometric Brownian motion-Kalman filter (Q2165790) (← links)
- A stochastic control model of investment and consumption with applications to financial economics (Q2213549) (← links)
- Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- On long term investment optimality (Q2318095) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
