Pages that link to "Item:Q1037679"

The following pages link to Portfolio selection in stochastic markets with HARA utility functions (Q1037679):

Displaying 30 items.

• Two-stage financial risk tolerance assessment using data envelopment analysis (Q297229) (← links)
• Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
• New results on high-order risk changes (Q319177) (← links)
• A discontinuous mispricing model under asymmetric information (Q319248) (← links)
• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• Portfolio optimization with disutility-based risk measure (Q322717) (← links)
• Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
• A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• On the existence of optimal strategies in the control problem for a stochastic discrete time system with respect to the probability criterion (Q683460) (← links)
• Risk-sensitive dividend problems (Q726241) (← links)
• Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
• Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
• Asset allocation with correlation: a composite trade-off (Q1683161) (← links)
• Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
• HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
• Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
• On the construction of positional control in a multistep portfolio optimization problem with probabilistic criterion (Q2229544) (← links)
• New results on the relationship among risk aversion, prudence and temperance (Q2255984) (← links)
• A dynamic programming approach to constrained portfolios (Q2355875) (← links)
• Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
• Portfolio selection with hyperexponential utility functions (Q2454355) (← links)
• International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
• Portfolio selection with imperfect information: A hidden Markov model (Q2863717) (← links)
• Multi-period power utility optimization under stock return predictability (Q6088760) (← links)