forward performance
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scholarly journals Predictable Forward Performance Processes: Infrequent Evaluation and Robo-Advising Applications

2021 ◽  
Author(s):  
Gechun Liang ◽  
Moris Simon Strub ◽  
Yuwei Wang
Keyword(s):  
Forward Performance

Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem

2020 ◽  
Vol 24 (4) ◽  
pp. 981-1011 ◽  
Author(s):  
Levon Avanesyan ◽  
Mykhaylo Shkolnikov ◽  
Ronnie Sircar
Keyword(s):  
Factor Models ◽  
Stochastic Factor ◽  
Forward Performance

scholarly journals Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes

2020 ◽  
Vol 58 (4) ◽  
pp. 2503-2534
Author(s):  
Ying Hu ◽  
Gechun Liang ◽  
Shanjian Tang
Keyword(s):  
Regime Switching ◽  
Forward Performance

scholarly journals Predictable Forward Performance Processes: The Binomial Case

2020 ◽  
Vol 58 (1) ◽  
pp. 327-347 ◽  
Author(s):  
Bahman Angoshtari ◽  
Thaleia Zariphopoulou ◽  
Xun Yu Zhou
Keyword(s):  
Forward Performance

Optical onboard double decoding/forward performance with long codes for optical routing

2019 ◽  
Vol 58 (02) ◽  
pp. 1
Author(s):  
Wamidh Jalil Mazher ◽  
Hadeel Tariq Ibrahim ◽  
Yaareb M. Mathboob ◽  
Osman N. Ucan
Keyword(s):  
Forward Performance ◽  
Optical Routing

Competition among Managers and Optimal Portfolios under Relative Forward Performance Criteria

2016 ◽  
Author(s):  
Tianran Geng ◽  
Thaleia Zariphopoulou
Keyword(s):  
Performance Criteria ◽  
Optimal Portfolios ◽  
Forward Performance

scholarly journals Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations

2016 ◽  
Vol 7 (1) ◽  
pp. 588-618 ◽  
Author(s):  
Mykhaylo Shkolnikov ◽  
Ronnie Sircar ◽  
Thaleia Zariphopoulou
Keyword(s):  
Asymptotic Analysis ◽  
Incomplete Markets ◽  
Hjb Equations ◽  
Ill Posed ◽  
Forward Performance
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