Pages that link to "Item:Q5374163"
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The following pages link to Time-Inconsistent Portfolio Investment Problems (Q5374163):
Displaying 12 items.
- On the construction of optimal payoffs (Q777925) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion (Q2045132) (← links)
- Singular dividend optimization for a linear diffusion model with time-inconsistent preferences (Q2183310) (← links)
- A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)
- Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)
- Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems (Q6157104) (← links)
