Pages that link to "Item:Q3115875"
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The following pages link to Risk Aversion and Portfolio Selection in a Continuous-Time Model (Q3115875):
Displayed 7 items.
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
- A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM (Q2874280) (← links)
- Portfolio choices: comparative statics under both expected return and volatility uncertainty (Q5014234) (← links)
- Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
- Rank-Dependent Utility and Risk Taking in Complete Markets (Q5266359) (← links)