Pages that link to "Item:Q2348484"

The following pages link to Filtering and portfolio optimization with stochastic unobserved drift in asset returns (Q2348484):

Displaying 16 items.

• Time-consistent investment strategy under partial information (Q896762) (← links)
• Equilibrium reinsurance-investment strategies with partial information and common shock dependence (Q2070705) (← links)
• Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
• Equilibrium investment strategy for a DC pension plan with learning about stock return predictability (Q2234774) (← links)
• The value of knowing the market price of risk (Q2241058) (← links)
• Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
• Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186) (← links)
• Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (Q5020741) (← links)
• High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
• EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT (Q5281724) (← links)
• Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)
• EXTREMAL BEHAVIOR OF LONG-TERM INVESTORS WITH POWER UTILITY (Q5357512) (← links)
• Backward SDEs for control with partial information (Q5743122) (← links)
• Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
• EMA-type trading strategies maximize utility under partial information (Q6105379) (← links)
• Optimal investment, consumption and life insurance purchase with learning about return predictability (Q6193115) (← links)