Pages that link to "Item:Q2707636"
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The following pages link to Risk-sensitive dynamic asset management with partial information (Q2707636):
Displaying 14 items.
- Downside risk minimization via a large deviations approach (Q417076) (← 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)
- Time inconsistent asset-liability management with partial information (Q2189144) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- A stochastic control approach to risk management under restricted information. (Q2707150) (← links)
- Risk-sensitive investment management (Q2929576) (← links)
- (Q3073333) (← links)
- On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)