Pages that link to "Item:Q813942"
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The following pages link to The dynamics of risk-sensitive allocations (Q813942):
Displaying 14 items.
- The dynamics of optimal wealth distributions with recursive utility (Q1274639) (← links)
- On the cyclical allocation of risk (Q1349576) (← links)
- Dynamic asset allocation with event risk, transaction costs and predictable returns (Q1670395) (← links)
- Optimal dividend payout model with risk sensitive preferences (Q1681192) (← links)
- Stochastic optimal growth model with risk sensitive preferences (Q1693187) (← links)
- On recursive utilities with non-affine aggregator and conditional certainty equivalent (Q2205997) (← links)
- Pareto optimal allocations and dynamic programming (Q2267303) (← links)
- Existence of Nash equilibria in stochastic games of resource extraction with risk-sensitive players (Q2334472) (← links)
- Recursive robust estimation and control without commitment (Q2455651) (← links)
- Risky allocations from a risk-neutral informed principal (Q2493219) (← links)
- Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics (Q4629414) (← links)
- Dynamic asset allocation: insights from theory (Q4698076) (← links)
- A Negishi approach to recursive contracts (Q6536500) (← links)
- Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
