Pages that link to "Item:Q5900044"

The following pages link to BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900044):

Displaying 34 items.

• Investment under duality risk measure (Q297406) (← links)
• Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• Extending pricing rules with general risk functions (Q1044131) (← links)
• Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• Portfolio selection of a closed-end mutual fund (Q1935935) (← links)
• Optimal stopping under probability distortion (Q1948688) (← links)
• Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (Q2010908) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Minimizing a stochastic convex function subject to stochastic constraints and some applications (Q2229571) (← links)
• Risk management with expected shortfall (Q2230765) (← links)
• A continuous selection for optimal portfolios under convex risk measures does not always exist (Q2304904) (← links)
• Continuous-time portfolio selection under ambiguity (Q2356557) (← links)
• Behavioral portfolio selection with loss control (Q2430900) (← links)
• Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
• (Q3077889) (← links)
• (Q3318467) (← links)
• (Q3367847) (← links)
• (Q5128182) (← links)
• Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
• PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS (Q5234010) (← links)
• Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
• A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
• BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900044) (← links)
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233) (← links)
• Consistent investment of sophisticated rank‐dependent utility agents in continuous time (Q6054373) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
• Robust utility maximisation with intractable claims (Q6074011) (← links)
• Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
• Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
• Rank-dependent predictable forward performance processes (Q6586871) (← links)