Pages that link to "Item:Q3563696"
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The following pages link to Portfolio Choice under Space-Time Monotone Performance Criteria (Q3563696):
Displayed 38 items.
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← 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)
- Stochastic dynamic utilities and intertemporal preferences (Q2037769) (← 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)
- Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209) (← links)
- Forward dynamic utility functions: a new model and new results (Q2253402) (← 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)
- Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
- INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256) (← links)
- Forward indifference valuation of American options (Q3145087) (← links)
- A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947) (← links)
- Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Forward Exponential Indifference Valuation in an Incomplete Binomial Model (Q4976504) (← links)
- Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium (Q4987714) (← links)
- MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (Q4990917) (← links)
- AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
- Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE (Q5066295) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- Predictable Forward Performance Processes: The Binomial Case (Q5212015) (← links)
- On a dynamic adaptation of The Distribution Builder approach to investment decisions (Q5245346) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (Q5283401) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- Predictable forward performance processes in complete markets (Q6090952) (← links)
- Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions (Q6146692) (← links)
- Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)