Pages that link to "Item:Q889624"
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The following pages link to Dynamic credit investment in partially observed markets (Q889624):
Displaying 11 items.
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- Robust Optimization of Credit Portfolios (Q2976139) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- Smart Indexing Under Regime-Switching Economic States (Q4994677) (← links)
- Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
- Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)