Pages that link to "Item:Q3593597"
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The following pages link to Dynamic consumption and asset allocation with derivative securities (Q3593597):
Displaying 8 items.
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
- Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
- Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
- Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (Q2490244) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- Asset allocation and derivatives (Q4646464) (← links)
- Optimal asset allocation for commodity sovereign wealth funds (Q6158414) (← links)