Pages that link to "Item:Q417076"

The following pages link to Downside risk minimization via a large deviations approach (Q417076):

Displaying 13 items.

• Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469) (← links)
• Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
• Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
• Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
• Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
• On long term investment optimality (Q2318095) (← links)
• H-J-B equations of optimal consumption-investment and verification theorems (Q2348617) (← links)
• The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
• Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
• Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
• Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift (Q4644420) (← links)
• Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
• Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)