Pages that link to "Item:Q413330"

The following pages link to The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330):

Displaying 21 items.

• How suboptimal are linear sharing rules? (Q315471) (← links)
• Robust portfolio choice with stochastic interest rates (Q470730) (← links)
• Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• Robustness of stable volatility strategies (Q1657466) (← links)
• Reaching nirvana with a defaultable asset? (Q1693840) (← links)
• An expansion in the model space in the context of utility maximization (Q1709603) (← links)
• Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
• Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
• Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
• Demand for non-life insurance under habit formation (Q2665839) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• When do jumps matter for portfolio optimization? (Q4554219) (← links)
• Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
• Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)
• International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
• Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
• Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
• Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer (Q6494326) (← links)