Pages that link to "Item:Q5080645"
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The following pages link to A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645):
Displaying 3 items.
- Optimal mean-variance portfolio selection (Q513742) (← links)
- Extending the MAD portfolio optimization model to incorporate downside risk aversion (Q2741214) (← links)
- Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)