Pages that link to "Item:Q5346595"
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The following pages link to Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595):
Displaying 16 items.
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
- Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach (Q2076436) (← links)
- Optimal reinsurance and dividends with transaction costs and taxes under thinning structure (Q4990510) (← links)
- Optimal dividends and reinsurance with capital injection under thinning dependence (Q5093750) (← links)
- PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
- Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market (Q5277964) (← links)
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
- The optimal investment problem with inflation and liquidity risk (Q6079953) (← links)
- Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework (Q6096581) (← links)
- Optimal portfolio strategy of wealth process: a Lévy process model-based method (Q6544826) (← links)
- A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game (Q6609075) (← links)
