Pages that link to "Item:Q538323"
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The following pages link to On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323):
Displaying 6 items.
- Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
- Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
- Verification theorems for models of optimal consumption and investment with annuitization (Q2173169) (← links)
- Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
- Optimal defined-contribution pension management with financial and mortality risks (Q6668688) (← links)