Pages that link to "Item:Q5742509"
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The following pages link to Log-Optimal Portfolios with Memory Effect (Q5742509):
Displaying 8 items.
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- Optimal long-term investment model with memory (Q870507) (← links)
- How helpful is a long memory on financial markets? (Q1580786) (← links)
- Digital portfolio theory (Q1610293) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
- A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory (Q2171069) (← links)
- Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
- An explicit solution for optimal investment problems with autoregressive prices and exponential utility (Q2787101) (← links)