Pages that link to "Item:Q1872384"

The following pages link to Risk-sensitive control and an optimal investment model. II. (Q1872384):

Displaying 37 items.

• Strategies in the principal-agent model (Q361824) (← links)
• Downside risk minimization via a large deviations approach (Q417076) (← links)
• Abstract, classic, and explicit turnpikes (Q471171) (← links)
• Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
• Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
• Active inference on discrete state-spaces: a synthesis (Q826935) (← links)
• Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
• A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
• Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
• Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
• Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
• Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
• Long-term optimal portfolios with floor (Q1761450) (← links)
• Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
• Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
• Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
• Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
• On long term investment optimality (Q2318095) (← links)
• Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
• Portfolios and risk premia for the long run (Q2428051) (← links)
• Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
• On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
• A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
• Sophisticated Inference (Q5004320) (← links)
• Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
• (Q5149235) (← links)
• Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
• Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
• A note on long-term optimal portfolios under drawdown constraints (Q5395355) (← links)
• Risk-sensitive mean field games with major and minor players (Q5878126) (← links)
• Young, timid, and risk takers (Q6054383) (← links)
• Robust risk‐sensitive control (Q6193183) (← links)