Pages that link to "Item:Q3518381"
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The following pages link to Risk-sensitive benchmarked asset management (Q3518381):
Displaying 28 items.
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- On long term investment optimality (Q2318095) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- PAIRS TRADING OF TWO ASSETS WITH UNCERTAINTY IN CO-INTEGRATION'S LEVEL OF MEAN REVERSION (Q2953311) (← links)
- Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
- Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
- The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
- A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267) (← links)
- A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
