Pages that link to "Item:Q2355373"

The following pages link to Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373):

Displaying 16 items.

• Optimal portfolio allocation with higher moments (Q665798) (← links)
• The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
• Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
• The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes (Q1729811) (← links)
• Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
• Loss aversion with multiple investment goals (Q1938967) (← links)
• Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
• Optimal investment and consumption in the market with jump risk and capital gains tax (Q2315618) (← links)
• Downside loss aversion: winner or loser? (Q2350935) (← links)
• Research of dynamic asset allocations with dividend payment under jump-diffusion environment (Q2860625) (← links)
• Discrete-Time Financial Planning Models Under Loss-Averse Preferences (Q5322099) (← links)
• OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON (Q5358096) (← links)
• Asymptotic Investment Behaviors under a Jump-Diffusion Risk Process (Q5379206) (← links)
• Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
• (Q5416123) (← links)
• Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)