Pages that link to "Item:Q2816959"
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The following pages link to Portfolio optimization under nonlinear utility (Q2816959):
Displaying 17 items.
- Nonlinear optimization problem of interdependent investment projects portfolio (Q507118) (← links)
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
- Multidimensional Markovian FBSDEs with super-quadratic growth (Q1730937) (← links)
- Spin glasses and nonlinear constraints in portfolio optimization (Q1786638) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- Portfolio optimization under safety first expected utility with nonlinear probability distortion (Q2143560) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- FBSDE approach to utility portfolio selection in a market with random parameters (Q2479338) (← links)
- Optimization of investment returns with \(N\)-step utility functions (Q2801104) (← links)
- Portfolio optimization under model uncertainty and BSDE games (Q2866379) (← links)
- (Q4822570) (← links)
- Nonlinear price impact and portfolio choice (Q5109969) (← links)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
- Solvability of coupled FBSDEs with diagonally quadratic generators (Q5361985) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
