Pages that link to "Item:Q1424711"
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The following pages link to A large deviations approach to optimal long term investment (Q1424711):
Displaying 34 items.
- On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- ``Down-side risk'' probability minimization problem with Cox-Ingersoll-Ross's interest rates (Q633827) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- Optimal hedging via large deviation (Q1673025) (← links)
- An integral representation of elasticity and sensitivity for stochastic volatility models (Q1744204) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections (Q1943324) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- On long term investment optimality (Q2318095) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- A risk-sensitive control dual approach to a large deviations control problem (Q2503513) (← links)
- ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
- Optimal Strategies for a Long-Term Static Investor (Q3191881) (← links)
- Risk-sensitive benchmarked asset management (Q3518381) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (Q4216098) (← links)
- Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
- LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499) (← links)
- A note on long-term optimal portfolios under drawdown constraints (Q5395355) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
