Pages that link to "Item:Q6054362"
From MaRDI portal
The following pages link to Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362):
Displaying 11 items.
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
- Consistent investment of sophisticated rank‐dependent utility agents in continuous time (Q6054373) (← links)
- Predictable forward performance processes in complete markets (Q6090952) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← 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)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- Forward robust portfolio selection: the binomial case (Q6543815) (← links)
- Rank-dependent predictable forward performance processes (Q6586871) (← links)
- Peer effect and dynamic ALM games among insurers (Q6631639) (← links)
