Pages that link to "Item:Q952683"

The following pages link to Optimal investment decisions when time-horizon is uncertain (Q952683):

Displaying 50 items.

• Generalization on optimal multiple stopping with application to swing options with random exercise rights number (Q256313) (← links)
• Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
• Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
• Optimal investment with two-factor uncertainty (Q367380) (← links)
• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
• Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
• Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
• Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451) (← links)
• Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
• Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
• Optimal investment decisions (Q1395081) (← links)
• Preemptive investment under uncertainty (Q1651227) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
• Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
• Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function (Q1950016) (← links)
• Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
• Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
• Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
• Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
• Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory (Q2158629) (← links)
• Horizon-unbiased investment with ambiguity (Q2191465) (← links)
• Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
• Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
• Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
• Optimal consumption and investment with insurer default risk (Q2273975) (← links)
• On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
• Optimal retirement planning under partial information (Q2291758) (← links)
• Information uncertainty related to marked random times and optimal investment (Q2296112) (← links)
• Optimal time-consistent investment strategy for a DC pension plan with the return of premiums clauses and annuity contracts (Q2321527) (← links)
• Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
• Optimal insurance in a changing economy (Q2438339) (← links)
• Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
• Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
• A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
• Mean-variance portfolio selection with random investment horizon (Q2691411) (← links)
• A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
• Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms (Q2926486) (← links)
• INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
• INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256) (← links)
• INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
• Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
• Buy-and-hold mean-variance portfolios with a random exit strategy (Q4554501) (← links)
• Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
• Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
• PORTFOLIO SELECTION USING LEVEL CROSSING ANALYSIS (Q4910603) (← links)
• Modeling and solving portfolio selection problems based on PVaR (Q4957247) (← links)