Pages that link to "Item:Q3544225"
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The following pages link to On Worst-Case Portfolio Optimization (Q3544225):
Displayed 16 items.
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← 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)
- Optimal portfolios in the presence of stress scenarios a worst-case approach (Q2120596) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Robust worst-case optimal investment (Q2516638) (← 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)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)