Pages that link to "Item:Q470730"

The following pages link to Robust portfolio choice with stochastic interest rates (Q470730):

Displaying 40 items.

• Uncertainty and inside information (Q261231) (← links)
• How suboptimal are linear sharing rules? (Q315471) (← links)
• Portfolio management with stochastic interest rates and inflation ambiguity (Q481372) (← links)
• Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
• Stock return uncertainty and life insurance (Q782226) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
• Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
• Robust portfolio decisions for financial institutions (Q1714474) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
• Optimal pension fund management under risk and uncertainty: the case study of Poland (Q2089448) (← links)
• Portfolio liquidation under factor uncertainty (Q2117436) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407) (← links)
• Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
• Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps (Q4583607) (← links)
• A note on the worst case approach for a market with a stochastic interest rate (Q4614223) (← links)
• Robust portfolios with commodities and stochastic interest rates (Q5014231) (← links)
• Robust portfolio choice under the interest rate uncertainty (Q5038165) (← links)
• Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
• Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model (Q5042789) (← links)
• Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
• Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
• Life-Cycle Planning with Ambiguous Economics and Mortality Risks (Q5206147) (← links)
• Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
• Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
• Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)
• Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion (Q6660346) (← links)