Pages that link to "Item:Q1926829"
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The following pages link to HARA frontiers of optimal portfolios in stochastic markets (Q1926829):
Displayed 11 items.
- Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
- Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- Approaches to multistage one-shot decision making (Q2356274) (← links)
- Time-inconsistent optimal control problems with regime-switching (Q2411029) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)