Pages that link to "Item:Q3787900"

The following pages link to Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (Q3787900):

Displaying 50 items.

• Optimal consumption and investment under partial information (Q1029540) (← links)
• Optimal consumption choice with intolerance for declining standard of living (Q1030171) (← links)
• Optimal portfolios: new variations of an old theme (Q1031945) (← links)
• Investor heterogeneity, asset pricing and volatility dynamics (Q1042361) (← links)
• Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
• Optimal consumption choices for a `large' investor (Q1128528) (← 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)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• Efficiency in economic growth models under uncertainty (Q1186060) (← links)
• Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
• Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915) (← links)
• Optimal spreading when spreading is optimal (Q1274857) (← links)
• On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
• Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
• Equilibrium asset prices and exchange rates (Q1349762) (← links)
• Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
• Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
• Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
• Challenges in stochastic programming (Q1363423) (← links)
• Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
• Risk aversion and allocation to long-term bonds. (Q1414618) (← links)
• Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
• A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
• Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115) (← links)
• Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
• The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
• Maximizing the probability of a perfect hedge (Q1578595) (← links)
• Optimal insurance demand under marked point processes shocks. (Q1578607) (← links)
• Optimal portfolio policies with borrowing and shortsale constraints (Q1583148) (← links)
• Futures market equilibrium with heterogeneity and a spot market at harvest (Q1589561) (← links)
• Optimal investment consumption model with a higher interest rate for borrowing (Q1589816) (← links)
• A comparative study of portfolio insurance. (Q1605420) (← links)
• A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184) (← links)
• Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
• Cross-sectional asset pricing with heterogeneous preferences and beliefs (Q1657503) (← links)
• Non-transferable non-hedgeable executive stock option pricing (Q1657589) (← links)
• Portfolio selection with consumption ratcheting (Q1657613) (← links)
• On the effects of changing mortality patterns on investment, labour and consumption under uncertainty (Q1681194) (← links)
• Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
• An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints (Q1681694) (← links)
• A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints (Q1684774) (← links)
• Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
• Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
• An expansion in the model space in the context of utility maximization (Q1709603) (← links)
• Finite-horizon optimal consumption and investment problem with a preference change (Q1728053) (← links)
• Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
• Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)