Pages that link to "Item:Q794344"

The following pages link to Optimum portfolio diversification in a general continuous-time model (Q794344):

Displayed 17 items.

• ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923) ‎ (← links)
• The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) ‎ (← links)
• Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) ‎ (← links)
• Portfolio choice with jumps: a closed-form solution (Q1024892) ‎ (← links)
• Ruin problems and myopic portfolio optimization in continuous trading (Q1083122) ‎ (← links)
• Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) ‎ (← links)
• Admissible investment strategies in continuous trading (Q1111524) ‎ (← links)
• Stability for multidimensional jump-diffusion processes (Q1593618) ‎ (← links)
• Optimal portfolios for logarithmic utility. (Q1877521) ‎ (← links)
• Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) ‎ (← links)
• Accumulated claims and collective risk in insurance: Higher order asymptotic approximations (Q3738452) ‎ (← links)
• A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) ‎ (← links)
• GROWTH-OPTIMAL STRATEGIES WITH QUADRATIC FRICTION OVER FINITE-TIME INVESTMENT HORIZONS (Q4653044) ‎ (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) ‎ (← links)
• CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507) ‎ (← links)
• A General Benchmark Model for Stochastic Jump Sizes (Q5697673) ‎ (← links)
• Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs (Q5939297) ‎ (← links)