Pages that link to "Item:Q2464859"

The following pages link to Horizon-unbiased utility functions (Q2464859):

Displaying 32 items.

• Optimal R\&D investment for a risk-averse entrepreneur (Q631241) (← links)
• A parabolic variational inequality related to the perpetual American executive stock options (Q640189) (← links)
• Valuing the option to invest in an incomplete market (Q926390) (← links)
• Is corporate control effective when managers face investment timing decisions in incomplete markets? (Q976521) (← links)
• Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
• Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
• Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
• A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
• Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
• Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
• A model of investment under uncertainty with time to build, market incompleteness and risk aversion (Q2030369) (← links)
• Horizon-unbiased investment with ambiguity (Q2191465) (← links)
• Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
• Risk aversion and block exercise of executive stock options (Q2271611) (← links)
• Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
• CONDITIONAL CERTAINTY EQUIVALENT (Q3086255) (← links)
• Forward indifference valuation of American options (Q3145087) (← links)
• Perpetual American options in incomplete markets: the infinitely divisible case (Q3605221) (← links)
• FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
• Portfolio choice under dynamic investment performance criteria (Q3623405) (← links)
• Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
• A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
• Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium (Q4987714) (← links)
• MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (Q4990917) (← links)
• DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE (Q5066295) (← links)
• Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
• Power Mixture Forward Performance Processes (Q5097226) (← links)
• Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
• Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
• Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
• Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
• Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions (Q6146692) (← links)