Pages that link to "Item:Q5280243"
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The following pages link to Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243):
Displaying 4 items.
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- Turnpike property and convergence rate for an investment and consumption model (Q2422169) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
