Pages that link to "Item:Q3086256"
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The following pages link to INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256):
Displayed 5 items.
- Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities (Q492168) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations (Q2819095) (← links)
- A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
- Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)