Pages that link to "Item:Q5234345"
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The following pages link to Optimal investment and consumption under a continuous-time cointegration model with exponential utility (Q5234345):
Displayed 12 items.
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Robust control in a rough environment (Q5072907) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)