Optimal investment decisions when time-horizon is uncertain
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Cited in
(71)- Epstein‐Zin utility maximization on a random horizon
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment
- Green transition, investment horizon, and dynamic portfolio decisions
- PORTFOLIO SELECTION USING LEVEL CROSSING ANALYSIS
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- Optimal dividend and investment problems under Sparre Andersen model
- INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA
- Pension funds with a minimum guarantee: a stochastic control approach
- Inter‐temporal mutual‐fund management
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