Pages that link to "Item:Q631261"
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The following pages link to Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261):
Displaying 25 items.
- Precautionary saving demand and consumption dynamics with the spirit of capitalism and regime switching (Q298369) (← links)
- The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
- Portfolio management with stochastic interest rates and inflation ambiguity (Q481372) (← links)
- Portfolio selections under mean-variance preference with multiple priors for means and variances (Q525212) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
- Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
- Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Robust investment strategies with two risky assets (Q2115940) (← links)
- Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
- Horizon-unbiased investment with ambiguity (Q2191465) (← links)
- Optimal capital structure, ambiguity aversion, and leverage puzzles (Q2246631) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
- Robust portfolios with commodities and stochastic interest rates (Q5014231) (← links)
- Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Optimal harvesting policy of an inland fishery resource under incomplete information (Q6574603) (← links)
