Pages that link to "Item:Q140187"

The following pages link to Optimum consumption and portfolio rules in a continuous-time model (Q140187):

Displaying 50 items.

• Options strategies with the risk adjustment (Q1011243) (← links)
• Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
• Optimal portfolio, consumption and retirement decision under a preference change (Q1022955) (← links)
• Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
• Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
• Portfolio choice with jumps: a closed-form solution (Q1024892) (← links)
• Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
• Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
• Annuitization and asset allocation (Q1027412) (← links)
• Optimal consumption and investment under partial information (Q1029540) (← links)
• Optimal portfolios: new variations of an old theme (Q1031945) (← links)
• Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
• An equilibrium model of insider trading in continuous time (Q1037394) (← links)
• A theory of medical decision making under uncertainty (Q1037578) (← links)
• Consumption and portfolio rules for time-inconsistent investors (Q1038346) (← links)
• Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (Q1039733) (← links)
• Discrete analysis of portfolio selection with optimal stopping time (Q1040037) (← links)
• Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
• Optimal cash management under uncertainty (Q1043253) (← links)
• Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
• A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
• Decreasing absolute risk aversion and utility indices derived from cake- eating problems (Q1053586) (← links)
• Use of stochastic control theory to model a forest management system (Q1057780) (← links)
• Stochastic control theory and operational research (Q1058450) (← links)
• Ruin problems and myopic portfolio optimization in continuous trading (Q1083122) (← links)
• Stochastic equilibrium discounting (Q1094310) (← links)
• Risk measurement in semimartingale models with multiple consumption goods (Q1100075) (← links)
• Adaptive control of three continuous time portfolio and consumption models (Q1101319) (← links)
• Rate of convergence for an estimator in a portfolio and consumption model (Q1101320) (← links)
• Adaptive control of a continuous time portfolio and consumption model (Q1101321) (← links)
• A note on Merton's ``Optimum consumption and portfolio rules in a continuous-time model'' (Q1111453) (← links)
• Admissible investment strategies in continuous trading (Q1111524) (← links)
• Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
• Alternative growth versus security in continuous dynamic trading (Q1127199) (← links)
• Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
• Consumption and portfolio turnpike theorems in a continuous-time finance model (Q1128949) (← links)
• A simple model of incomplete insurance The case of permanent shocks (Q1129279) (← links)
• Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
• Rational expectations equilibrium with conditioning on past prices: A mean-variance example (Q1164539) (← links)
• Anwendungen des Maximumprinzips im Operations Research. I (Q1168211) (← links)
• Capital accumulation in a stochastic decentralized economy (Q1169391) (← links)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669) (← links)
• Risk, the financial market, and macroeconomic equilibrium (Q1195772) (← links)
• Theory of constant proportion portfolio insurance (Q1200314) (← links)
• A continuous-time portfolio turnpike theorem (Q1200315) (← links)
• Optimal consumption and portfolio rules with intertemporally dependent utility of consumption (Q1200323) (← links)
• Dynamic portfolio choice under asset price lognormality (Q1202468) (← links)
• Permanent and transitory income effects in a model of optimal consumption with wage income uncertainty (Q1218780) (← links)
• The effect on optimal consumption on increased uncertainty in labor income in the multiperiod case (Q1231838) (← links)