Pages that link to "Item:Q5000625"
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The following pages link to Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625):
Displaying 4 items.
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
- Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)
