Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2021.11.010
@@ Property / DOI: 10.1016/j.spa.2021.11.010 / rank @@
-Normal rank
@@ Property / cites work @@
+Enlargement of Filtration with Finance in View
@@ Property / cites work: Enlargement of Filtration with Finance in View / rank @@
+Normal rank
@@ Property / cites work @@
+A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems
+Normal rank
@@ Property / cites work @@
+Representation and control of infinite dimensional systems
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case
+Normal rank
@@ Property / cites work @@
+Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications II
+Normal rank
@@ Property / cites work @@
+Q3051174
@@ Property / cites work: Q3051174 / rank @@
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games of generalized McKean-Vlasov type
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Lifetime consumption and investment: retirement and constrained borrowing
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control in Infinite Dimension
@@ Property / cites work: Stochastic Optimal Control in Infinite Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite-dimensional calculus under weak spatial regularity of the processes
+Normal rank
@@ Property / cites work @@
+An infinite-dimensional approach to path-dependent Kolmogorov equations
+Normal rank
@@ Property / cites work @@
+Existence of optimal strategies in linear multisector models
+Normal rank
@@ Property / cites work @@
+Introduction to functional differential equations
@@ Property / cites work: Introduction to functional differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical methods for financial markets.
@@ Property / cites work: Mathematical methods for financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379368
@@ Property / cites work: Q4379368 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2021.11.010
@@ Property / DOI: 10.1016/J.SPA.2021.11.010 / rank @@
+Normal rank