Pages that link to "Item:Q794344"

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

Displaying 25 items.

• Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
• Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets (Q651334) (← links)
• ``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)
• Portfolio selection: an alternative approach (Q1663968) (← links)
• Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Optimal portfolios for logarithmic utility. (Q1877521) (← links)
• Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
• Household lifetime strategies under a self-contagious market (Q2028777) (← links)
• Portfolio selection: a review (Q2247913) (← links)
• Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
• Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873) (← links)
• Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
• A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES (Q2862512) (← links)
• Remarks on the transformation of Ito's formula for jump-diffusion processes (Q3121383) (← links)
• Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
• Asset allocation under threshold autoregressive models (Q5414497) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)