Pages that link to "Item:Q1037679"
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The following pages link to Portfolio selection in stochastic markets with HARA utility functions (Q1037679):
Displayed 9 items.
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Portfolio rebalancing model using multiple criteria (Q621706) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- New results on the relationship among risk aversion, prudence and temperance (Q2255984) (← links)
- Portfolio selection with hyperexponential utility functions (Q2454355) (← links)
- International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
- Portfolio selection with imperfect information: A hidden Markov model (Q2863717) (← links)