Pages that link to "Item:Q4799711"
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The following pages link to Optimization of Utility for “Larger Investor” with Anticipation (Q4799711):
Displaying 6 items.
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
- Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486) (← links)
- A non-zero-sum stochastic differential game between two mean-variance insurers with inside information (Q2691503) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)
- Equilibrium investment-reinsurance strategy under information asymmetry and random horizon (Q6496486) (← links)
