Pages that link to "Item:Q457788"
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The following pages link to Continuous-time portfolio optimisation for a behavioural investor with bounded utility on gains (Q457788):
Displaying 11 items.
- Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
- Goal-based portfolio choice model with discounted preference (Q2406311) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- An analytical approach for behavioral portfolio model with time discounting preference (Q4611471) (← links)
- Optimal investment under behavioural criteria –- a dual approach (Q5245479) (← links)
- BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233) (← links)