Pages that link to "Item:Q470664"
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The following pages link to Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664):
Displaying 26 items.
- Continuous-time portfolio optimisation for a behavioural investor with bounded utility on gains (Q457788) (← links)
- Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Optimal irrational behavior in continuous time (Q602969) (← links)
- Beliefs regarding fundamental value and optimal investing (Q666434) (← links)
- Behavioral mean-variance portfolio selection (Q724154) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- Stochastic maximum principle on a continuous-time behavioral portfolio model (Q2001258) (← links)
- Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion (Q2088286) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Some properties of the optimal investment strategy in a behavioral portfolio choice model (Q2228363) (← links)
- Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
- On shortfall risk minimization for game options (Q2240070) (← links)
- The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints (Q2267519) (← links)
- On the investment direction of a behavioral portfolio choice model (Q2294315) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- Behavioral portfolio selection: asymptotics and stability along a sequence of models (Q2788690) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models (Q3178729) (← links)
- (Q3307527) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- Optimal investment under behavioural criteria –- a dual approach (Q5245479) (← links)
- BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233) (← links)
- Consistent investment of sophisticated rank‐dependent utility agents in continuous time (Q6054373) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)