Pages that link to "Item:Q1974591"

The following pages link to Risk sensitive portfolio optimization (Q1974591):

Displaying 22 items.

• Long run risk sensitive portfolio with general factors (Q283999) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
• A discounted approach in communicating average Markov decision chains under risk-aversion (Q2025296) (← links)
• Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
• Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space (Q2073053) (← links)
• Discounted approximations in risk-sensitive average Markov cost chains with finite state space (Q2189473) (← links)
• Discounted approximations to the risk-sensitive average cost in finite Markov chains (Q2408779) (← links)
• Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
• Portfolio optimization in stochastic markets (Q2500788) (← links)
• Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
• The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion (Q4611400) (← links)
• Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion (Q5214999) (← links)
• Characterization of the Optimal Risk-Sensitive Average Cost in Denumerable Markov Decision Chains (Q5219681) (← links)
• Optimal Asset Allocation with Asymptotic Criteria (Q5696871) (← links)
• Contractive approximations in average Markov decision chains driven by a risk-seeking controller (Q6046975) (← links)
• Markov decision processes under risk sensitivity: a discount vanishing approach (Q6146387) (← links)
• Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller (Q6198981) (← links)
• Markov decision processes with risk-sensitive criteria: an overview (Q6540475) (← links)
• Existence of bounded solutions to multiplicative Poisson equations under mixing property (Q6562466) (← links)
• Denumerable Markov stopping games with risk-sensitive total reward criterion. (Q6584493) (← links)