Pages that link to "Item:Q481372"
From MaRDI portal
The following pages link to Portfolio management with stochastic interest rates and inflation ambiguity (Q481372):
Displayed 10 items.
- Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
- Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
- A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility (Q2174171) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
- A note on the worst case approach for a market with a stochastic interest rate (Q4614223) (← links)