The following pages link to (Q2771118):
Displayed 39 items.
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- Utility maximization with convex constraints and partial information (Q996765) (← links)
- On a problem of optimal stochastic control with incomplete information (Q1021257) (← links)
- A bounded risk strategy for a market with non-observable parameters. (Q1413317) (← links)
- Maximizing the probability of a perfect hedge (Q1578595) (← links)
- Non-linear filtering and optimal investment under partial information for stochastic volatility models (Q1650844) (← links)
- Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Optimal retirement planning under partial information (Q2291758) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (Q2477578) (← links)
- Portfolio selection under incomplete information (Q2495379) (← links)
- Linear filtering of systems with memory and application to finance (Q2498195) (← links)
- Power utility maximization under partial information: some convergence results (Q2638359) (← links)
- Optimal portfolio and certainty equivalence estimator for the appreciation rate (Q2674826) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- LEARNING AND PORTFOLIO DECISIONS FOR CRRA INVESTORS (Q2806365) (← links)
- PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION (Q2976133) (← links)
- Trading against disorderly liquidation of a large position under asymmetric information and market impact (Q4606384) (← links)
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)
- Challenging the robustness of optimal portfolio investment with moving average-based strategies (Q4628039) (← links)
- Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift (Q4964789) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← 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)
- AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
- EXTREMAL BEHAVIOR OF LONG-TERM INVESTORS WITH POWER UTILITY (Q5357512) (← links)
- Portfolio optimization with unobservable Markov-modulated drift process (Q5697589) (← links)
- Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift (Q6044277) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- EMA-type trading strategies maximize utility under partial information (Q6105379) (← links)
- OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055) (← links)