Pages that link to "Item:Q2691482"

The following pages link to Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482):

Displaying 7 items.

• Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
• Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
• A convergence of optimal investment strategies for the HARA utility functions (Q2799673) (← links)
• (Q4641032) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (Q6541020) (← links)
• Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)