Pages that link to "Item:Q666461"

The following pages link to Robust consumption and portfolio choice for time varying investment opportunities (Q666461):

Displaying 37 items.

• Uncertainty and inside information (Q261231) (← links)
• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• Robust portfolio choice with stochastic interest rates (Q470730) (← links)
• Portfolio management with stochastic interest rates and inflation ambiguity (Q481372) (← links)
• Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity (Q506097) (← links)
• Diversification preferences in the theory of choice (Q524890) (← links)
• Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
• Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
• Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
• Robust portfolio decisions for financial institutions (Q1714474) (← links)
• Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
• Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
• Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• A robust consumption model when the intensity of technological progress is ambiguous (Q2690070) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
• Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria (Q4576923) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
• Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate (Q5154061) (← links)
• Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process (Q5213096) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
• Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
• Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
• Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)