Pages that link to "Item:Q2453936"
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The following pages link to Worst-case optimal investment with a random number of crashes (Q2453936):
Displaying 8 items.
- Worst-case scenario investment for insurers (Q2483943) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- Worst-case portfolio optimization in a market with bubbles (Q2800049) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach (Q3169107) (← links)
- A worst-case approach for interest rate stresses and stock crashes (Q5091796) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)