A note on portfolio optimization with path-dependent utility (Q1313142): Difference between revisions

@@ Property / author @@
-Tadashi Dohi
@@ Property / author: Tadashi Dohi / rank @@
-Normal rank
@@ Property / author @@
-Shunji Osaki
@@ Property / author: Shunji Osaki / rank @@
-Normal rank
@@ Property / author @@
+Tadashi Dohi
@@ Property / author: Tadashi Dohi / rank @@
+Normal rank
@@ Property / author @@
+Shunji Osaki
@@ Property / author: Shunji Osaki / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Level-crossing problems for random processes
@@ Property / cites work: Level-crossing problems for random processes / rank @@
+Normal rank
@@ Property / cites work @@
+A Goal Seeking Investment Model
@@ Property / cites work: A Goal Seeking Investment Model / rank @@
+Normal rank
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+Minimizing or Maximizing the Expected Time to Reach Zero
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+Optimization Problems in the Theory of Continuous Trading
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+Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion
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+Growth-security profiles in capital accumulation under risk
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+Optimum consumption and portfolio rules in a continuous-time model
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Optimal Growth with Intertemporally Dependent Preferences
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+A First Passage Problem for the Wiener Process
@@ Property / cites work: A First Passage Problem for the Wiener Process / rank @@
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@@ Property / cites work @@
+The joint density of the maximum and its location for a Wiener process with drift
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf02282042
+Normal rank
@@ Property / OpenAlex ID @@
+W2032988460
@@ Property / OpenAlex ID: W2032988460 / rank @@
+Normal rank