Pages that link to "Item:Q870507"
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The following pages link to Optimal long-term investment model with memory (Q870507):
Displaying 5 items.
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- AR and MA representation of partial autocorrelation functions, with applications (Q2480813) (← links)
- A note on long-term optimal portfolios under drawdown constraints (Q5395355) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)