Pages that link to "Item:Q4902215"

The following pages link to The Relaxed Investor with Partial Information (Q4902215):

Displaying 7 items.

• Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
• Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
• Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
• Power utility maximization in exponential Lévy models: Convergence of discrete-time to continuous-time maximizers (Q1935938) (← links)
• Complete markets do not allow free cash flow streams (Q2350932) (← links)
• Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor (Q5250044) (← links)
• Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)