Pages that link to "Item:Q5936312"
From MaRDI portal
The following pages link to The relaxed investor and parameter uncertainty (Q5936312):
Displaying 48 items.
- How suboptimal are linear sharing rules? (Q315471) (← links)
- The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
- Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- Tractable hedging with additional hedge instruments (Q539149) (← links)
- Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? (Q650754) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Optimal investment strategies with a reallocation constraint (Q992044) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- An expansion in the model space in the context of utility maximization (Q1709603) (← links)
- Real options with constant relative risk aversion (Q1853198) (← links)
- Optimal investment with inside information and parameter uncertainty (Q1932530) (← links)
- Power utility maximization in exponential Lévy models: Convergence of discrete-time to continuous-time maximizers (Q1935938) (← links)
- Asset allocation over the life cycle: how much do taxes matter? (Q1994153) (← links)
- Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Optimal consumption and investment strategies with partial and private information in a multi-asset setting (Q2392018) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
- The effect of estimation in high-dimensional portfolios (Q2847243) (← links)
- Continuous-time mean-variance portfolios: a comparison (Q2868909) (← links)
- Utility-Based Valuation and Hedging of Basis Risk With Partial Information (Q3063879) (← links)
- Time to wealth goals in capital accumulation (Q3375375) (← links)
- Optimal growth rate in random trade time (Q3400020) (← links)
- MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES (Q3446062) (← links)
- OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND (Q3503126) (← links)
- PRICING STOCK OPTIONS USING BLACK-SCHOLES AND FUZZY SETS (Q3520384) (← links)
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)
- The Relaxed Investor with Partial Information (Q4902215) (← links)
- Optimal investment under dynamic risk constraints and partial information (Q4911229) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- Optimal Longevity Risk Transfer and Investment Strategies (Q4987089) (← links)
- Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement (Q5018740) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution (Q5050082) (← links)
- BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM (Q5207492) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor (Q5250044) (← links)
- EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT (Q5281724) (← links)
- Standard approaches to asset & liability risk** (Q5430556) (← links)
- Optimal portfolio policies under bounded expected loss and partial information (Q5962146) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)
- Stochastic filtering under model ambiguity (Q6180475) (← links)
- A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)