Pages that link to "Item:Q1627817"
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The following pages link to Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817):
Displaying 6 items.
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
- w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (Q3119590) (← links)
- (Q5416123) (← links)