On a dynamic adaptation of The Distribution Builder approach to investment decisions

DOI10.1080/14697688.2013.853318zbMath1308.91144arXiv1301.0907OpenAlexW3123312586MaRDI QIDQ5245346

Phillip Monin

Publication date: 8 April 2015

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.0907

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)

Related Items (2)

Black's Inverse Investment Problem and Forward Criteria with Consumption ⋮ Dynamically consistent investment under model uncertainty: the robust forward criteria

Cites Work

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• Consumption-portfolio policies: an inverse optimal problem
• On dynamic investment strategies
• The decomposition of Walsh and Fourier series
• Portfolio Choice under Space-Time Monotone Performance Criteria
• Portfolio choice under dynamic investment performance criteria
• Optimal Asset Allocation under Forward Exponential Performance Criteria

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