Pages that link to "Item:Q4561947"
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The following pages link to A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947):
Displaying 14 items.
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
- Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations (Q2819095) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Stability of the Indirect Utility Process (Q4999900) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- Power Mixture Forward Performance Processes (Q5097226) (← links)
- Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
- Predictable Forward Performance Processes: The Binomial Case (Q5212015) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
