Pages that link to "Item:Q2348484"
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The following pages link to Filtering and portfolio optimization with stochastic unobserved drift in asset returns (Q2348484):
Displaying 20 items.
- Time-consistent investment strategy under partial information (Q896762) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) (← links)
- The value of knowing the market price of risk (Q2241058) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Portfolio optimization with ambiguous correlation and stochastic volatilities (Q2820186) (← links)
- Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (Q5020741) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
- EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT (Q5281724) (← links)
- Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)
- EXTREMAL BEHAVIOR OF LONG-TERM INVESTORS WITH POWER UTILITY (Q5357512) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- EMA-type trading strategies maximize utility under partial information (Q6105379) (← links)
- Optimal investment, consumption and life insurance purchase with learning about return predictability (Q6193115) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
- Short communication: the price of information (Q6606845) (← links)
- Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift (Q6644365) (← links)