Pages that link to "Item:Q953710"

The following pages link to Strategic asset allocation in a continuous-time VAR model (Q953710):

Displaying 20 items.

• Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
• Robust consumption and portfolio choice for time varying investment opportunities (Q666461) (← links)
• Strategic asset allocation with liabilities: beyond stocks and bonds (Q844772) (← links)
• Pension fund investments and the valuation of liabilities under conditional indexation (Q939321) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Nash competitive equilibria and two-period fund separation (Q1877824) (← links)
• Taylor series approximations to expected utility and optimal portfolio choice (Q1935728) (← links)
• Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
• The precision of subjective data and the explanatory power of economic models (Q2399552) (← links)
• Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
• Strategic asset allocation and market timing: a reinforcement learning approach (Q2642598) (← links)
• Intertemporal asset allocation when the underlying factors are unobservable (Q2642603) (← links)
• Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
• ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG (Q3181968) (← links)
• Dynamic consumption and asset allocation with derivative securities (Q3593597) (← links)
• State-Dependent Utility (Q3621147) (← links)
• Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)