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リスクと不確実性の下での消費・長期証券投資の頑健制御と個人資産運用、生命保険運用への応用

リスクと不確実性の下での消費・長期証券投資の頑健制御と個人資産運用、生命保険運用への応用
Digital博士論文障害者向け資料あり
Batbold, Bolorsuvd2019-09-30
National Diet Library
  • Author HeadingBatbold, Bolorsuvd

Approximate Analytical Solution for Robust Consumption–Investment Problem under Quadratic Security Market Model

Approximate Analytical Solution for Robust Consumption–Investment Problem under Quadratic Security Market Model
Digital文書・図像類
Batbold, Bolorsuvd, Kikuchi, Kentaro, Kusuda, KojiThe Institute for Economic and Business Research Faculty of Economics,Shiga University2021-01Discussion Paper, Series ENo.E-6p.1-25
Other Libraries in Japan
  • Author HeadingBatbold, Bolorsuvd Kikuchi, Kentaro Kusuda, Koji

Semi-Analytical Solution for Consumption and Investment Problem under Quadratic Security Market Model with Inflation Risk

Semi-Analytical Solution for Consumption and Investment Problem under Quadratic Security Market Model with Inflation Risk
Digital文書・図像類
Batbold, Bolorsuvd, Kikuchi, Kentaro, Kusuda, KojiThe Institute for Economic and Business Research Faculty of Economics,Shiga University2020-11Discussion Paper, Series ENo. E-5p.1-25
Other Libraries in Japan
  • Author HeadingBatbold, Bolorsuvd Kikuchi, Kentaro Kusuda, Koji

Robust Control and CAPMs under a Quadratic Model with Inflation-Deflation Risk

Robust Control and CAPMs under a Quadratic Model with Inflation-Deflation Risk
Digital文書・図像類
Batbold, Bolorsuvd, 菊池, 健太郎, 楠田, 浩二The Institute for Economic and Business Research Faculty of Economics, Shiga University2024-04Discussion Paper, Series ENo. E-35p.1-41
Other Libraries in Japan
  • Author HeadingBatbold, Bolorsuvd 菊池, 健太郎 楠田, 浩二

Optimal Consumption-Investment and CAPMs under a Quadratic Model based on Homothetic Robust Epstein-Zin Utility

Optimal Consumption-Investment and CAPMs under a Quadratic Model based on Homothetic Robust Epstein-Zin Utility
Digital文書・図像類
Batbold, Bolorsuvd, 菊池, 健太郎, 楠田, 浩二The Institute for Economic and Business Research Faculty of Economics, Shiga University2023-10Discussion Paper, Series ENo. E-28p.1-28
Other Libraries in Japan
  • Author HeadingBatbold, Bolorsuvd 菊池, 健太郎 楠田, 浩二

リスクと不確実性の下での消費・長期証券投資の頑健制御と個人資産運用、生命保険運用への応用

リスクと不確実性の下での消費・長期証券投資の頑健制御と個人資産運用、生命保険運用への応用
Digital博士論文
Batbold, Bolorsuvd2019-09-30
Available onlineOther Libraries in Japan
  • Author HeadingBatbold, Bolorsuvd

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