Pages that link to "Item:Q3086256"

The following pages link to INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256):

Displaying 14 items.

• Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
• Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
• Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations (Q2819095) (← links)
• A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
• Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)
• MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (Q4990917) (← links)
• Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
• Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
• Predictable Forward Performance Processes: The Binomial Case (Q5212015) (← links)
• Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
• Predictable forward performance processes in complete markets (Q6090952) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)