Pages that link to "Item:Q5270329"
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The following pages link to Utility-Deviation-Risk Portfolio Selection (Q5270329):
Displaying 8 items.
- Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
- Risk preference and indirect utility in portfolio-choice problems (Q1815632) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
- Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)