Pages that link to "Item:Q2268722"

The following pages link to Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722):

Displaying 17 items.

• Downside risk minimization via a large deviations approach (Q417076) (← links)
• Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469) (← links)
• Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
• ``Down-side risk'' probability minimization problem with Cox-Ingersoll-Ross's interest rates (Q633827) (← links)
• Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
• Long-term optimal portfolios with floor (Q1761450) (← links)
• Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
• Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
• On long term investment optimality (Q2318095) (← links)
• The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
• Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
• Asymptotics of robust utility maximization (Q2428048) (← links)
• Asymptotics of the probability of minimizing ‘down-side’ risk under partial information (Q3005367) (← links)
• Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
• Duality between large deviation control and risk-sensitive control for Markov decision processes (Q6161353) (← links)
• Risk-sensitivity vanishing limit for controlled Markov processes (Q6186677) (← links)
• A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)