Saved in:
| Main Author: | Noh, Eunjung |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2601.09872 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Partial Information in a Mean-Variance Portfolio Selection Game
by: Huang, Yu-Jui, et al.
Published: (2023)
by: Huang, Yu-Jui, et al.
Published: (2023)
Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk
by: Kuissi-Kamdem, Wilfried
Published: (2025)
by: Kuissi-Kamdem, Wilfried
Published: (2025)
Uniqueness and Existence of Linear Equilibrium with a Constrained Trader
by: Kwon, Heeyoung, et al.
Published: (2025)
by: Kwon, Heeyoung, et al.
Published: (2025)
The Price of Information
by: Jaimungal, Sebastian, et al.
Published: (2024)
by: Jaimungal, Sebastian, et al.
Published: (2024)
Nonconcave Portfolio Choice under Smooth Ambiguity
by: Borgonovo, Emanuele, et al.
Published: (2026)
by: Borgonovo, Emanuele, et al.
Published: (2026)
Optimal Investment and Consumption in a Stochastic Factor Model
by: Gutekunst, Florian, et al.
Published: (2025)
by: Gutekunst, Florian, et al.
Published: (2025)
Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective
by: Grigorian, Karen, et al.
Published: (2025)
by: Grigorian, Karen, et al.
Published: (2025)
Tractable bank capital structure: optimal control under Basel III constraints
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Mean Field Equilibrium Asset Pricing Models With Exponential Utility
by: Sekine, Masashi
Published: (2026)
by: Sekine, Masashi
Published: (2026)
Callable convertible bonds under liquidity constraints and hybrid priorities
by: Hobson, David, et al.
Published: (2021)
by: Hobson, David, et al.
Published: (2021)
S-shaped Utility Maximization with VaR Constraint and Partial Information
by: Zhu, Dongmei, et al.
Published: (2025)
by: Zhu, Dongmei, et al.
Published: (2025)
On stochastic control problems with higher-order moments
by: Wang, Yike, et al.
Published: (2024)
by: Wang, Yike, et al.
Published: (2024)
Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection
by: Wang, Yike, et al.
Published: (2025)
by: Wang, Yike, et al.
Published: (2025)
Mean-Variance Stackelberg Games with Asymmetric Information
by: Huang, Yu-Jui, et al.
Published: (2025)
by: Huang, Yu-Jui, et al.
Published: (2025)
Path-dependent Kyle equilibrium model
by: Corcuera, José M., et al.
Published: (2020)
by: Corcuera, José M., et al.
Published: (2020)
Equilibrium Mean-Variance Dividend Rate Strategies
by: Cao, Jingyi, et al.
Published: (2025)
by: Cao, Jingyi, et al.
Published: (2025)
Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making
by: Feys, Frank M. V.
Published: (2026)
by: Feys, Frank M. V.
Published: (2026)
Nonconcave Robust Utility Maximization under Projective Determinacy
by: Carassus, Laurence, et al.
Published: (2024)
by: Carassus, Laurence, et al.
Published: (2024)
Corporate Non-Disclosure Disputes: equilibrium settlement where increasing legal liability encourages voluntary disclosures
by: Gietzmann, Miles B., et al.
Published: (2024)
by: Gietzmann, Miles B., et al.
Published: (2024)
Reinforcement Learning for Speculative Trading under Exploratory Framework
by: Zhao, Yun, et al.
Published: (2026)
by: Zhao, Yun, et al.
Published: (2026)
Equilibrium in Functional Stochastic Games with Mean-Field Interaction
by: Jaber, Eduardo Abi, et al.
Published: (2023)
by: Jaber, Eduardo Abi, et al.
Published: (2023)
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets
by: Lin, Minglian, et al.
Published: (2023)
by: Lin, Minglian, et al.
Published: (2023)
Forecasting and Manipulating the Forecasts of Others
by: Babichenko, Sam
Published: (2026)
by: Babichenko, Sam
Published: (2026)
Explicit Signal-Adaptive Sequential Optimal Execution Quotes
by: Yu, Fenghui
Published: (2026)
by: Yu, Fenghui
Published: (2026)
Optimal Portfolio Choice with Cross-Impact Propagators
by: Jaber, Eduardo Abi, et al.
Published: (2024)
by: Jaber, Eduardo Abi, et al.
Published: (2024)
Fredholm Approach to Nonlinear Propagator Models
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Optimal ratcheting of dividend payout under Brownian motion surplus
by: Guan, Chonghu, et al.
Published: (2023)
by: Guan, Chonghu, et al.
Published: (2023)
Constrained monotone mean--variance investment-reinsurance under the Cramér--Lundberg model with random coefficients
by: Shi, Xiaomin, et al.
Published: (2024)
by: Shi, Xiaomin, et al.
Published: (2024)
A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients
by: Hounkpe, Onésime, et al.
Published: (2026)
by: Hounkpe, Onésime, et al.
Published: (2026)
Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement
by: Kratsios, Anastasis, et al.
Published: (2025)
by: Kratsios, Anastasis, et al.
Published: (2025)
Estimation of VaR with jump process: application in corn and soybean markets
by: Lin, Minglian, et al.
Published: (2023)
by: Lin, Minglian, et al.
Published: (2023)
A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price
by: Dammann, Felix, et al.
Published: (2024)
by: Dammann, Felix, et al.
Published: (2024)
The Omniscient, yet Lazy, Investor
by: Halkiewicz, Stanisław M. S.
Published: (2025)
by: Halkiewicz, Stanisław M. S.
Published: (2025)
Epstein-Zin Utility Maximization on a Random Horizon
by: Aurand, Joshua, et al.
Published: (2019)
by: Aurand, Joshua, et al.
Published: (2019)
Metaorder modelling and identification from public data
by: Goliath, Ezra, et al.
Published: (2026)
by: Goliath, Ezra, et al.
Published: (2026)
Discrete time optimal investment under model uncertainty
by: Carassus, Laurence, et al.
Published: (2023)
by: Carassus, Laurence, et al.
Published: (2023)
The American put with finite-time maturity and stochastic interest rate
by: Cai, Cheng, et al.
Published: (2021)
by: Cai, Cheng, et al.
Published: (2021)
Time evaluation of portfolio for asymmetrically informed traders
by: D'Auria, Bernardo, et al.
Published: (2024)
by: D'Auria, Bernardo, et al.
Published: (2024)
Consumption-Investment Problem in Rank-Based Models
by: Itkin, David
Published: (2025)
by: Itkin, David
Published: (2025)
Time-consistent pension policy with minimum guarantee and sustainability constraint
by: Hillairet, Caroline, et al.
Published: (2022)
by: Hillairet, Caroline, et al.
Published: (2022)
Similar Items
-
Partial Information in a Mean-Variance Portfolio Selection Game
by: Huang, Yu-Jui, et al.
Published: (2023) -
Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk
by: Kuissi-Kamdem, Wilfried
Published: (2025) -
Uniqueness and Existence of Linear Equilibrium with a Constrained Trader
by: Kwon, Heeyoung, et al.
Published: (2025) -
The Price of Information
by: Jaimungal, Sebastian, et al.
Published: (2024) -
Nonconcave Portfolio Choice under Smooth Ambiguity
by: Borgonovo, Emanuele, et al.
Published: (2026)