Pages that link to "Item:Q5358060"
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The following pages link to PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060):
Displaying 13 items.
- Multiple partial adjustment of portfolios under rational expectations (Q373825) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- An optimization model for a portfolio of financial derived instruments with pledge limitations (Q2568177) (← links)
- Numerical simulations of a portfolio selection model with information cost (Q2731431) (← links)
- Dimension reduction in discrete time portfolio optimization with partial information (Q2873154) (← links)
- (Q3015770) (← links)
- Optimal portfolio, partial information and Malliavin calculus (Q3396071) (← links)
- (Q4682148) (← links)
- Portfolio choices and VaR constraint with a defaultable asset (Q4683102) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
- Optimal harvesting policy of an inland fishery resource under incomplete information (Q6574603) (← links)