The following pages link to (Q3509355):
Displaying 13 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- Study of a degenerate elliptic equation in an optimal consumption problem under partial information (Q2352145) (← links)
- Optimal consumption and investment strategies with partial and private information in a multi-asset setting (Q2392018) (← links)
- Portfolio optimization in discontinuous markets under incomplete information (Q2461283) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
