Pages that link to "Item:Q953710"
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The following pages link to Strategic asset allocation in a continuous-time VAR model (Q953710):
Displayed 13 items.
- Robust consumption and portfolio choice for time varying investment opportunities (Q666461) (← links)
- Strategic asset allocation with liabilities: beyond stocks and bonds (Q844772) (← links)
- Pension fund investments and the valuation of liabilities under conditional indexation (Q939321) (← links)
- Nash competitive equilibria and two-period fund separation (Q1877824) (← links)
- Taylor series approximations to expected utility and optimal portfolio choice (Q1935728) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
- Strategic asset allocation and market timing: a reinforcement learning approach (Q2642598) (← links)
- Intertemporal asset allocation when the underlying factors are unobservable (Q2642603) (← links)
- ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
- Dynamic consumption and asset allocation with derivative securities (Q3593597) (← links)
- State-Dependent Utility (Q3621147) (← links)