Pages that link to "Item:Q5487829"
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The following pages link to STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829):
Displaying 26 items.
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component (Q463348) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- An optimal portfolio model with stochastic volatility and stochastic interest rate (Q615916) (← links)
- Portfolio optimization models on infinite-time horizon (Q819340) (← links)
- Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628) (← links)
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- An empirical analysis on log-utility asset management (Q1000489) (← links)
- Stochastic portfolio optimization with default risk (Q1759911) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility (Q2088149) (← links)
- Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- A stochastic portfolio optimization model with bounded memory (Q2884292) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- Optimal consumption problem in the Vasicek model (Q3455473) (← links)
- (Q4010795) (← links)
- Iterative nonparametric estimation of a log-optimal portfolio selection function (Q4544791) (← links)
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
- Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841) (← links)
- Optimal debt ratio and dividend strategies for an insurer under a regime-switching model (Q4634190) (← links)
- Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model (Q5019593) (← links)
- Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521) (← links)
- Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)