Pages that link to "Item:Q2873137"
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The following pages link to Long-term optimal investment with a generalized drawdown constraint (Q2873137):
Displaying 15 items.
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- On long term investment optimality (Q2318095) (← links)
- On the consumption/distribution theorem under the long-run growth criterion subject to a drawdown constraint (Q2786346) (← links)
- Optimal investment to minimize the probability of drawdown (Q2833710) (← links)
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (Q4372014) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- A note on long-term optimal portfolios under drawdown constraints (Q5395355) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)