Pages that link to "Item:Q5346507"
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The following pages link to Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507):
Displayed 13 items.
- A non-zero-sum reinsurance-investment game with delay and asymmetric information (Q2031383) (← links)
- Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- The value of knowing the market price of risk (Q2241058) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
- Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games (Q5020741) (← links)
- Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123) (← links)
- EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT (Q5281724) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
- Optimal Retirement Under Partial Information (Q5868936) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)