Pages that link to "Item:Q1049561"

The following pages link to A dual characterization of self-generation and exponential forward performances (Q1049561):

Displaying 34 items.

• A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
• An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
• Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
• Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
• Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
• Forward dynamic utility functions: a new model and new results (Q2253402) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
• Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
• INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256) (← links)
• Forward indifference valuation of American options (Q3145087) (← links)
• Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
• A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947) (← links)
• A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
• Forward Exponential Indifference Valuation in an Incomplete Binomial Model (Q4976504) (← links)
• MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (Q4990917) (← links)
• Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
• Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
• DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE (Q5066295) (← links)
• Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
• Power Mixture Forward Performance Processes (Q5097226) (← links)
• Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
• Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
• Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
• Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
• Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions (Q6146692) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
• Bi-revealed utilities in a defaultable universe: a new point of view on consumption (Q6543810) (← links)
• Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
• \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (Q6543813) (← links)
• Forward robust portfolio selection: the binomial case (Q6543815) (← links)
• Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria (Q6586868) (← links)
• Forward indifference valuation for dynamically incoming projects (Q6586872) (← links)
• Optimal liquidation with dynamic parameter updating: a forward approach (Q6586873) (← links)