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.

• Portfolio selection with transactions costs (Q1239674) (← links)
• The preferability of investment through a mutual fund (Q1239675) (← links)
• Mutual fund separation in financial theory - the separating distributions (Q1247251) (← links)
• Stochastic optimal control of internal hierarchical labor markets (Q1252842) (← links)
• Optimal harvesting in continuous time with stochastic growth (Q1257433) (← links)
• Stochastic models for bond prices, function space integrals and immunization theory (Q1262066) (← links)
• A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
• Linear contracts and the double moral-hazard (Q1276114) (← links)
• Incomplete observation, filtering, and the home bias puzzle (Q1277723) (← links)
• Managing a value-preserving portfolio over time (Q1278210) (← links)
• A theory of optimal timing and selectivity (Q1292224) (← links)
• Stopping rules for utility functions and the St. Petersburg gamble (Q1294318) (← links)
• Option replication with transaction costs: general diffusion limits (Q1296601) (← links)
• A generalization of the mutual fund theorem (Q1297918) (← links)
• Optimal saving under Poisson uncertainty (Q1306766) (← links)
• A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
• A mean-absolute deviation-skewness portfolio optimization model (Q1313156) (← links)
• A two-stage approach to multi-period allocation of savings among investment plans (Q1313159) (← links)
• Optimal bank portfolio choice under fixed-rate deposit insurance (Q1313161) (← links)
• Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
• Identification and control in the partially known Merton portfolio selection model (Q1321343) (← links)
• Applicable stochastic control: From theory to practice (Q1330528) (← links)
• Linear models of economic survival under production uncertainty (Q1338120) (← links)
• Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
• Computational aspects in applied stochastic control (Q1342439) (← links)
• Why do dividend yields forecast stock returns? (Q1342680) (← links)
• Equilibrium asset prices and exchange rates (Q1349762) (← links)
• Heterogeneous beliefs, wealth accumulation, and asset price dynamics (Q1350469) (← links)
• The Lagrange method of optimization with applications to portfolio and investment decisions (Q1350634) (← links)
• Firm behaviour under the threat of liquidation (Q1351926) (← links)
• Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
• Heterogeneous information arrival and option pricing (Q1377317) (← links)
• Theory of dynamic portfolio for survival under uncertainty (Q1377484) (← links)
• Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
• Asset allocation with time variation in expected returns (Q1381452) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• An optimal investment/consumption problem with higher borrowing rate (Q1387523) (← links)
• Optimal delta-hedging under transactions costs (Q1391437) (← links)
• Strategic asset allocation (Q1391439) (← links)
• Solving long-term financial planning problems via global optimization (Q1391442) (← links)
• On aggregation of information in competitive markets: The dynamic case (Q1391676) (← links)
• Multi-period information markets (Q1391677) (← links)
• Hedging in incomplete markets with HARA utility (Q1391763) (← links)
• Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time (Q1392150) (← links)
• An economic premium principle in a multiperiod economy. (Q1413269) (← links)
• Minimization of risks in pension funding by means of contributions and portfolio selection. (Q1413280) (← links)
• Optimal asset allocation in life annuities: a note. (Q1413310) (← links)
• Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (Q1413333) (← links)
• Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
• Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)