Pages that link to "Item:Q538323"

The following pages link to On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323):

Displaying 4 items.

• Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145) (← links)
• Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)