Pages that link to "Item:Q1124508"
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The following pages link to Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508):
Displaying 33 items.
- Young, timid, and risk takers (Q6054383) (← links)
- Inter‐temporal mutual‐fund management (Q6054428) (← links)
- Labor supply flexibility and portfolio selection with early retirement option (Q6072097) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
- (Q6091007) (← links)
- Portfolio selection and job switching with CARA utility (Q6099505) (← links)
- Horizon effect on optimal retirement decision (Q6101026) (← links)
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Optimal consumption and investment with welfare constraints (Q6130334) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement (Q6161111) (← links)
- Implicit incentives for fund managers with partial information (Q6166931) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
- OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055) (← links)
- Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
- Dynamic asset allocation and consumption ratcheting with costs (Q6569186) (← links)
- On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)
- Optimal investment based on relative performance and weighted utility (Q6576555) (← links)
- Optimal management of DB pension fund under both underfunded and overfunded cases (Q6587494) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)
- A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)
- Human capital and portfolio choice: borrowing constraint and reversible retirement (Q6594802) (← links)
- A two-person zero-sum game approach for a retirement decision with borrowing constraints (Q6623044) (← links)
- Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)
- Precommitted strategies with initial-time and intermediate-time value-at-risk constraints (Q6636814) (← links)
- Financial finance (Q6644194) (← links)
- The role of health in consumption and portfolio decision-making: insights from state-dependent models (Q6653538) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)