Pages that link to "Item:Q2707143"
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The following pages link to Risk-sensitive control and an optimal investment model. (Q2707143):
Displaying 50 items.
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (Q373548) (← links)
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- Risk-sensitive fixed-point smoothing estimation for linear discrete-time systems with multiple output delays (Q394440) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
- Optimal long term growth rate of expected utility of wealth (Q1578591) (← links)
- Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. (Q1872428) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
- Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
- Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- A stochastic control model of investment and consumption with applications to financial economics (Q2213549) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- On long term investment optimality (Q2318095) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181) (← links)
- A risk-sensitive control dual approach to a large deviations control problem (Q2503513) (← links)
- Indefinite risk-sensitive control (Q2681175) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
- Dynamic Limit Growth Indices in Discrete Time (Q3194564) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Risk-sensitive optimal investment policy (Q4282821) (← links)
- (Q4407993) (← links)
- Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
- (Q4658910) (← links)
- A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome (Q4825512) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← links)
- Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
