Pages that link to "Item:Q2456486"
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The following pages link to Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486):
Displaying 12 items.
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
- On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275) (← links)
- Possibilistic mean-variance models and efficient frontiers for portfolio selection problem (Q881904) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
- Asset portfolio optimization using fuzzy mathematical programming (Q2476800) (← links)
- Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)
- Time-consistent lifetime portfolio selection under smooth ambiguity (Q6099182) (← links)
