Pages that link to "Item:Q3022038"
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The following pages link to OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH (Q3022038):
Displayed 22 items.
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Worst-case portfolio optimization in discrete time (Q2009178) (← links)
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Optimal portfolios in the presence of stress scenarios a worst-case approach (Q2120596) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Worst-case scenario investment for insurers (Q2483943) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949) (← links)
- WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- ASSET ALLOCATION AND ASSET PRICING IN THE FACE OF SYSTEMIC RISK: A LITERATURE OVERVIEW AND ASSESSMENT (Q2892981) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
- MULTI-ASSET WORST-CASE OPTIMAL PORTFOLIOS (Q5384683) (← links)
- CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980) (← links)