Pages that link to "Item:Q2453936"
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The following pages link to Worst-case optimal investment with a random number of crashes (Q2453936):
Displaying 4 items.
- WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
