Pages that link to "Item:Q779874"
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The following pages link to Robust portfolio optimization with multi-factor stochastic volatility (Q779874):
Displaying 12 items.
- Robustness of stable volatility strategies (Q1657466) (← links)
- Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (Q2460070) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- Portfolio optimization with ambiguous correlation and stochastic volatilities (Q2820186) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- Robust portfolio optimization under hybrid CEV and stochastic volatility (Q5053998) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
