Pages that link to "Item:Q2410442"
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The following pages link to Optimal consumption-portfolio problem with CVaR constraints (Q2410442):
Displaying 6 items.
- Efficient frontier of utility and CVaR (Q836867) (← links)
- Portfolio selection with subsistence consumption constraints and CARA utility (Q1717770) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753) (← links)
- Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and cVaR-based risk control (Q2576693) (← links)
- Optimal allocation–consumption problem for a portfolio with an illiquid asset (Q5739576) (← links)