Pages that link to "Item:Q1578591"
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The following pages link to Optimal long term growth rate of expected utility of wealth (Q1578591):
Displaying 36 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- Portfolio optimization models on infinite-time horizon (Q819340) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains (Q1774216) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. (Q1872428) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- On long term investment optimality (Q2318095) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181) (← links)
- Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
- Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
- Optimal Strategies for a Long-Term Static Investor (Q3191881) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- (Q4998920) (← links)
- LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499) (← links)
- A Mathematical Analysis of Technical Analysis (Q5378529) (← links)
- A stochastic control model of investment, production and consumption (Q5464387) (← links)
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
