Pages that link to "Item:Q1327364"
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The following pages link to Consumption-portfolio policies: an inverse optimal problem (Q1327364):
Displaying 13 items.
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- The inverse problem of asset price under non-expected utility (Q1676739) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- The design of equity-indexed annuities (Q2518533) (← links)
- An inverse optimal problem in discrete-time stochastic control (Q4908669) (← links)
- DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE (Q5066295) (← links)
- Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
- On a dynamic adaptation of The Distribution Builder approach to investment decisions (Q5245346) (← links)
- UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES (Q5420698) (← links)
- Optimal allocation–consumption problem for a portfolio with an illiquid asset (Q5739576) (← links)