The following pages link to Marcos Escobar Anel (Q1938496):
Displaying 17 items.
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Model uncertainty on commodity portfolios, the role of convenience yield (Q2063057) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Optimal HARA investments with terminal VaR constraints (Q2153966) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- Dynamic portfolio strategies under a fully correlated jump-diffusion process (Q2334411) (← links)
- Expected Utility Theory on General Affine GARCH Models (Q5041836) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
- OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570) (← links)
- BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
- Robust portfolio choice under the 4/2 stochastic volatility model (Q5877569) (← links)
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
- Correction to: ``Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies'' (Q6089409) (← links)
