Pages that link to "Item:Q1926829"

The following pages link to HARA frontiers of optimal portfolios in stochastic markets (Q1926829):

Displaying 19 items.

• Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
• Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
• Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
• Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
• Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
• Chance-constrained optimization for pension fund portfolios in the presence of default risk (Q1752186) (← links)
• Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
• Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
• Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
• Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
• Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
• Approaches to multistage one-shot decision making (Q2356274) (← links)
• Time-inconsistent optimal control problems with regime-switching (Q2411029) (← links)
• Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
• HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
• Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092) (← links)
• Multi-period power utility optimization under stock return predictability (Q6088760) (← links)