Pages that link to "Item:Q413330"
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The following pages link to The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330):
Displayed 13 items.
- How suboptimal are linear sharing rules? (Q315471) (← links)
- Robust portfolio choice with stochastic interest rates (Q470730) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
- Robustness of stable volatility strategies (Q1657466) (← links)
- Reaching nirvana with a defaultable asset? (Q1693840) (← links)
- An expansion in the model space in the context of utility maximization (Q1709603) (← links)
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
- When do jumps matter for portfolio optimization? (Q4554219) (← links)
- Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)