Pages that link to "Item:Q2461283"
From MaRDI portal
The following pages link to Portfolio optimization in discontinuous markets under incomplete information (Q2461283):
Displaying 13 items.
- Optimal investment and consumption under partial information (Q261540) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Optimal investment under partial information (Q966433) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
- Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- LEARNING AND PORTFOLIO DECISIONS FOR CRRA INVESTORS (Q2806365) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060) (← links)
