Pages that link to "Item:Q2065170"
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The following pages link to Robust consumption portfolio optimization with stochastic differential utility (Q2065170):
Displaying 18 items.
- Robust consumption and portfolio choice for time varying investment opportunities (Q666461) (← links)
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
- Robust portfolio selection under exponential preferences (Q3561059) (← links)
- (Q3589307) (← links)
- A note on robustness in Merton's model of intertemporal consumption and portfolio choice (Q5958593) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)
- On asymptotic log-optimal portfolio optimization (Q6109043) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
- Robust Dividend, Financing, and Reinsurance Strategies Under Model Uncertainty with Proportional Transaction Costs (Q6583001) (← links)