Pages that link to "Item:Q4555076"
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The following pages link to Optimal investment under multi-factor stochastic volatility (Q4555076):
Displaying 19 items.
- Optimal investment with two-factor uncertainty (Q367380) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
- Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- (Q3572627) (← links)
- Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
- (Q4658910) (← links)
- (Q4811452) (← links)
- (Q4901581) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
- A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions (Q6158415) (← links)
- Investigations to the optimal derivative-based investment and proportional reinsurance strategies (Q6536937) (← links)
- Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
- The power of derivatives in portfolio optimization under affine GARCH models (Q6581911) (← links)
