Theory of dynamic portfolio for survival under uncertainty
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Cites work
- scientific article; zbMATH DE number 4091139 (Why is no real title available?)
- scientific article; zbMATH DE number 3547015 (Why is no real title available?)
- scientific article; zbMATH DE number 3216771 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- scientific article; zbMATH DE number 3186512 (Why is no real title available?)
- Bankruptcy and expected utility maximization
- Discounted Dynamic Programming
- Evolution, learning, and economic behavior
- Intertemporal borrowing to sustain exogenous consumption standards under uncertainty
- Linear models of economic survival under production uncertainty
- Minimizing or Maximizing the Expected Time to Reach Zero
- Observable Contracts: Strategic Delegation and Cooperation
- On some aspects of survival under production uncertainty
- Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
- Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency
- Optimum consumption and portfolio rules in a continuous-time model
- RISK‐AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS1
- Safety First and the Holding of Assets
- Satisficing
- Stochastic optimal control. The discrete time case
Cited in
(6)- Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
- Survival versus profit maximization in a dynamic stochastic experiment
- Proportional reinsurance and investment in multiple risky assets under borrowing constraint
- An Investment Decision Model with the Survival Probability Criterion and its Numerical Solutions: The Finite Horizon Case
- Linear models of economic survival under production uncertainty
- On some aspects of survival under production uncertainty
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