Reaching goals under ambiguity: continuous-time optimal portfolio selection (Q1640926): Difference between revisions

@@ Property / author @@
-Xiao-Min Shi
@@ Property / author: Xiao-Min Shi / rank @@
-Normal rank
@@ Property / author @@
+Xiao-Min Shi
@@ Property / author: Xiao-Min Shi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2018.01.010
+Normal rank
@@ Property / OpenAlex ID @@
+W2789627108
@@ Property / OpenAlex ID: W2789627108 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Target Problems with Controlled Loss
@@ Property / cites work: Stochastic Target Problems with Controlled Loss / rank @@
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@@ Property / cites work @@
+Reaching goals by a deadline: digital options and continuous-time active portfolio management
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+A comonotonic theorem for BSDEs
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+A dynamic maximum principle for the optimization of recursive utilities under constraints.
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+Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection
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+Continuous-time portfolio selection under ambiguity
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+Adaptive control of a diffusion to a goal and a parabolic Monge-Ampère-type equation
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+Optimal Control of Favorable Games with a Time Limit
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+Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
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+Maximizing the probability of a perfect hedge
@@ Property / cites work: Maximizing the probability of a perfect hedge / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1640926