Pages that link to "Item:Q6054376"
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The following pages link to Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376):
Displaying 10 items.
- An optimal portfolio and consumption problem with a benchmark and partial information (Q2690075) (← links)
- Risk-sensitive benchmarked asset management (Q3518381) (← links)
- KELLY TRADING AND MARKET EQUILIBRIUM (Q5889360) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Robust risk‐sensitive control (Q6193183) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
- The geometry of risk adjustments (Q6581906) (← links)
- Optimal portfolio with relative performance and partial information: a mean-field game approach (Q6583300) (← links)
- On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267) (← links)