Pages that link to "Item:Q5313257"
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The following pages link to Theory of optimal consumption and portfolio selection under a Capital-at-Risk (CaR) and a Value-at-Risk (VaR) constraint (Q5313257):
Displaying 5 items.
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Volatility, risk modeling and utility (Q858849) (← links)
- Maximizing expected exponential utility of consumption with a constraint on expected time in poverty (Q2174172) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
