Pages that link to "Item:Q784782"
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The following pages link to Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782):
Displaying 5 items.
- Nonrecursive separation of risk and time preferences (Q2201707) (← links)
- Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
- Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (Q5076714) (← links)
- POLYNOMIAL UTILITY (Q6119777) (← links)
- Equilibrium investment with random risk aversion (Q6146680) (← links)
