Pages that link to "Item:Q5382722"

The following pages link to On the constant elasticity of variance model for the utility maximization problem with multiple risky assets (Q5382722):

Displaying 17 items.

• Optimal investment and consumption decisions under the constant elasticity of variance model (Q474344) (← links)
• The \textit{CEV} model and its application in a study of optimal investment strategy (Q1718118) (← links)
• Continuous-time mean-variance portfolio selection under the CEV process (Q1723934) (← links)
• Optimal portfolio management in a modified constant elasticity of variance model (Q1742187) (← links)
• Mean-variance portfolio selection under a constant elasticity of variance model (Q1785248) (← links)
• Dynamic mean-variance model with borrowing constraint under the constant elasticity of variance process (Q1789866) (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
• A reinsurance and investment game between two insurers under the CEV model (Q2007108) (← links)
• A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
• Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically (Q2121191) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
• Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans (Q2691364) (← links)
• A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
• A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
• A Stackelberg reinsurance-investment game with derivatives trading (Q6161744) (← links)
• Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)