The following pages link to (Q2707636):
Displaying 8 items.
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. (Q1872428) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
