Pages that link to "Item:Q1759911"
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The following pages link to Stochastic portfolio optimization with default risk (Q1759911):
Displaying 23 items.
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- A generic framework for stochastic loss-given-default (Q629521) (← links)
- Asset proportions in optimal portfolios with dependent default risks (Q974807) (← links)
- Portfolio optimization under credit risk (Q1424641) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Optimal investment and risk control problems with delay for an insurer in defaultable market (Q2244231) (← links)
- Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
- Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle (Q3383684) (← links)
- Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
- A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK (Q5111486) (← links)
- Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)
- Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)