Pages that link to "Item:Q2464859"
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The following pages link to Horizon-unbiased utility functions (Q2464859):
Displaying 19 items.
- Optimal R\&D investment for a risk-averse entrepreneur (Q631241) (← links)
- A parabolic variational inequality related to the perpetual American executive stock options (Q640189) (← links)
- Valuing the option to invest in an incomplete market (Q926390) (← links)
- Is corporate control effective when managers face investment timing decisions in incomplete markets? (Q976521) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
- A model of investment under uncertainty with time to build, market incompleteness and risk aversion (Q2030369) (← links)
- Horizon-unbiased investment with ambiguity (Q2191465) (← links)
- Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
- Risk aversion and block exercise of executive stock options (Q2271611) (← links)
- Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
- CONDITIONAL CERTAINTY EQUIVALENT (Q3086255) (← links)
- Forward indifference valuation of American options (Q3145087) (← 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)
