Pages that link to "Item:Q2145705"
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The following pages link to Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705):
Displaying 10 items.
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
- Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions (Q6146692) (← links)
- Bi-revealed utilities in a defaultable universe: a new point of view on consumption (Q6543810) (← links)
- Time-consistent pension policy with minimum guarantee and sustainability constraint (Q6543811) (← links)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (Q6543813) (← links)
- Deep learning scheme for forward utilities using ergodic BSDEs (Q6586869) (← links)
- Optimal liquidation with dynamic parameter updating: a forward approach (Q6586873) (← links)
