Pages that link to "Item:Q3623405"

The following pages link to Portfolio choice under dynamic investment performance criteria (Q3623405):

Displaying 39 items.

• Probabilistic aspects of finance (Q373529) (← links)
• Dynamic quasi concave performance measures (Q478133) (← links)
• Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
• Indifference valuation in incomplete binomial models (Q613732) (← links)
• A dual characterization of self-generation and exponential forward performances (Q1049561) (← 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)
• Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
• Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← 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)
• Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
• STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
• INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256) (← links)
• Forward indifference valuation of American options (Q3145087) (← links)
• Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← 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)
• 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)
• Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
• Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
• Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
• Power Mixture Forward Performance Processes (Q5097226) (← 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)
• 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)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)