Portfolio choice under space-time monotone performance criteria
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- Stochastic dynamic utilities and intertemporal preferences
- Horizon-unbiased investment with ambiguity
- Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
- Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
- Forward dynamic utility functions: a new model and new results
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences
- Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations
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- Portfolio choice under dynamic investment performance criteria
- Optimal Asset Allocation under Forward Exponential Performance Criteria
- A class of homothetic forward investment performance processes with non-zero volatility
- Dynamic preferences for popular investment strategies in pension funds
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models
- Forward exponential indifference valuation in an incomplete binomial model
- Recover dynamic utility from observable process: application to the economic equilibrium
- Mixture of consistent stochastic utilities and \textit{a priori} randomness
- An ergodic BSDE risk representation in a jump-diffusion framework
- Mean-variance portfolio selection with non-negative state-dependent risk aversion
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
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- Who are I: time inconsistency and intrapersonal conflict and reconciliation
- Existence of optimal consumption strategies in markets with longevity risk
- Dynamic utility and related nonlinear SPDEs driven by Lévy noise
- Forward utility and market adjustments in relative investment-consumption games of many players
- Black's inverse investment problem and forward criteria with consumption
- Systems of ergodic BSDEs arising in regime switching forward performance processes
- Predictable forward performance processes: the binomial case
- On a dynamic adaptation of the Distribution Builder approach to investment decisions
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- Portfolio optimization and stochastic volatility asymptotics
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion
- Predictable forward performance processes in complete markets
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- Optimal investment in defined contribution pension schemes with forward utility preferences
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- \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE
- Forward robust portfolio selection: the binomial case
- Mean field and n-player games in Ito-diffusion markets under forward performance criteria
- Rank-dependent predictable forward performance processes
- Forward indifference valuation for dynamically incoming projects
- Optimal liquidation with dynamic parameter updating: a forward approach
- Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria
- Robust forward investment and consumption under drift and volatility uncertainties: a randomization approach
- Temporal and spatial turnpikes in Ito-diffusion markets under forward performance criteria
- Predictable relative forward performance processes: multi-agent and mean field games for portfolio management
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