Pages that link to "Item:Q5112733"
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The following pages link to Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733):
Displaying 10 items.
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← 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)
- Bi-revealed utilities in a defaultable universe: a new point of view on consumption (Q6543810) (← links)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria (Q6586868) (← links)
- Rank-dependent predictable forward performance processes (Q6586871) (← links)
- Optimal liquidation with dynamic parameter updating: a forward approach (Q6586873) (← links)
