Optimal investment strategies of an individual worker during the accumulation phase in the
defined contribution pension scheme have been well studied in the literature. Most of them …

We introduce a new approach for optimal portfolio choice under model ambiguity by
incorporating predictable forward preferences in the framework of Angoshtari et al.[2]. The …

We establish existence of Predictable Forward Performance Processes (PFPPs) in complete
markets, which has been previously shown only in the binomial setting. Our market model …

We study portfolio management within a competitive environment under a new framework of
predictable relative forward performance processes (PRFPP). Each agent trades a distinct …

We extend the notion of forward performance criteria to settings with random endowment in
incomplete markets. Building on these results, we introduce and develop the novel concept …

We develop a robo-advising framework that incorporates interactions with a client who has
time-varying risk preferences that can be mismeasured. In the presence of measurement …

This paper studies robust forward investment and consumption preferences within a zero-
volatility context. Different from previous works, we consider an incomplete financial market …

We propose a novel dynamic asset allocation framework based on a family of mean-
variance-induced utility functions that alleviate the non-monotonicity and time-inconsistency …

We introduce a new type of robust forward criterion under model uncertainty, called the G-
forward performance process, which extends the classical notion of forward performance …

Predictable forward performance processes (PFPPs) are stochastic optimal control
frameworks for an agent who controls a randomly evolving system but can only prescribe the …