Pages that link to "Item:Q1757535"
From MaRDI portal
The following pages link to Robust consumption and portfolio policies when asset prices can jump (Q1757535):
Displaying 22 items.
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Robust consumption and portfolio choice for time varying investment opportunities (Q666461) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
- Household lifetime strategies under a self-contagious market (Q2028777) (← links)
- Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
- Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
- Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978) (← links)
- Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
- Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
- A robust consumption model when the intensity of technological progress is ambiguous (Q2690070) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
- Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378) (← links)
- Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
- Best-case scenario robust portfolio: evidence from China stock market (Q6054321) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Optimal payout strategies when Bruno de Finetti meets model uncertainty (Q6543153) (← links)