Ng, Kenneth Tsz Hin; Chong, Wing Fung Optimal investment in defined contribution pension schemes with forward utility preferences. (English) Zbl 07804026 Insur. Math. Econ. 114, 192-211 (2024). MSC: 91G05 60H15 91B08 PDFBibTeX XMLCite \textit{K. T. H. Ng} and \textit{W. F. Chong}, Insur. Math. Econ. 114, 192--211 (2024; Zbl 07804026) Full Text: DOI arXiv
Liang, Gechun; Strub, Moris S.; Wang, Yuwei Predictable forward performance processes: infrequent evaluation and applications to human-machine interactions. (English) Zbl 07797379 Math. Finance 33, No. 4, 1248-1286 (2023). MSC: 91G15 91G10 PDFBibTeX XMLCite \textit{G. Liang} et al., Math. Finance 33, No. 4, 1248--1286 (2023; Zbl 07797379) Full Text: DOI arXiv OA License
Angoshtari, Bahman Predictable forward performance processes in complete markets. (English) Zbl 07768489 Probab. Uncertain. Quant. Risk 8, No. 2, 141-176 (2023). MSC: 91G10 60H30 PDFBibTeX XMLCite \textit{B. Angoshtari}, Probab. Uncertain. Quant. Risk 8, No. 2, 141--176 (2023; Zbl 07768489) Full Text: DOI arXiv
Anthropelos, Michail; Geng, Tianran; Zariphopoulou, Thaleia Competition in fund management and forward relative performance criteria. (English) Zbl 1511.91123 SIAM J. Financ. Math. 13, No. 4, 1271-1301 (2022). Reviewer: Claudio Fontana (Paris) MSC: 91G10 91G15 91A80 PDFBibTeX XMLCite \textit{M. Anthropelos} et al., SIAM J. Financ. Math. 13, No. 4, 1271--1301 (2022; Zbl 1511.91123) Full Text: DOI arXiv
Cui, Xiang-Yu; Li, Duan; Qiao, Xiao; Strub, Moris S. Risk and potential: an asset allocation framework with applications to robo-advising. (English) Zbl 1513.91072 J. Oper. Res. Soc. China 10, No. 3, 529-558 (2022). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{X.-Y. Cui} et al., J. Oper. Res. Soc. China 10, No. 3, 529--558 (2022; Zbl 1513.91072) Full Text: DOI
He, Xue Dong; Strub, Moris S.; Zariphopoulou, Thaleia Forward rank-dependent performance criteria: time-consistent investment under probability distortion. (English) Zbl 1522.91224 Math. Finance 31, No. 2, 683-721 (2021). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{X. D. He} et al., Math. Finance 31, No. 2, 683--721 (2021; Zbl 1522.91224) Full Text: DOI arXiv
Ma, Jin; Wong, Ting-Kam Leonard; Zhang, Jianfeng Time-consistent conditional expectation under probability distortion. (English) Zbl 1471.93282 Math. Oper. Res. 46, No. 3, 1149-1180 (2021). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{J. Ma} et al., Math. Oper. Res. 46, No. 3, 1149--1180 (2021; Zbl 1471.93282) Full Text: DOI arXiv
Li, Juan; Li, Wenqiang; Liang, Gechun A game theoretical approach to homothetic robust forward investment performance processes in stochastic factor models. (English) Zbl 1471.91504 SIAM J. Financ. Math. 12, No. 3, 867-897 (2021). MSC: 91G10 91G80 91A15 91A80 PDFBibTeX XMLCite \textit{J. Li} et al., SIAM J. Financ. Math. 12, No. 3, 867--897 (2021; Zbl 1471.91504) Full Text: DOI arXiv
Strub, Moris S.; Zhou, Xun Yu Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes. (English) Zbl 1461.91307 Finance Stoch. 25, No. 2, 331-358 (2021). MSC: 91G15 91B16 PDFBibTeX XMLCite \textit{M. S. Strub} and \textit{X. Y. Zhou}, Finance Stoch. 25, No. 2, 331--358 (2021; Zbl 1461.91307) Full Text: DOI
Källblad, Sigrid Black’s inverse investment problem and forward criteria with consumption. (English) Zbl 1444.91199 SIAM J. Financ. Math. 11, No. 2, 494-525 (2020). MSC: 91G10 91B16 91G80 35Q93 35C15 49N15 49N45 60G60 PDFBibTeX XMLCite \textit{S. Källblad}, SIAM J. Financ. Math. 11, No. 2, 494--525 (2020; Zbl 1444.91199) Full Text: DOI