Pages that link to "Item:Q140187"
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The following pages link to Optimum consumption and portfolio rules in a continuous-time model (Q140187):
Displaying 43 items.
- Dynamic programming in convex stochastic optimization (Q6178244) (← links)
- Nonlocality, nonlinearity, and time inconsistency in stochastic differential games (Q6178394) (← links)
- Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)
- OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055) (← links)
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)
- Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)
- Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints (Q6556766) (← links)
- Exact controllability for mean-field type linear game-based control systems (Q6564717) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
- Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (Q6567280) (← links)
- Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization (Q6569737) (← links)
- Robust decisions for heterogeneous agents via certainty equivalents (Q6572843) (← links)
- Robust consumption for individuals with pessimistic survival beliefs (Q6573052) (← links)
- Evaluation methods for portfolio management (Q6578151) (← links)
- Continuous-time optimal pension indexing in pay-as-you-go systems (Q6580714) (← links)
- Optimal portfolio with relative performance and partial information: a mean-field game approach (Q6583300) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)
- A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)
- Cross-section without factors: a string model for expected returns (Q6592278) (← links)
- Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment (Q6592281) (← links)
- Human capital and portfolio choice: borrowing constraint and reversible retirement (Q6594802) (← links)
- Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)
- A novel portfolio optimization method and its application to the hedging problem (Q6614294) (← links)
- Optimal consumption and investment in general affine GARCH models (Q6617073) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)
- Infinite horizon backward stochastic difference equations and related stochastic recursive control problems (Q6622711) (← links)
- Inference on Consensus Ranking of Distributions (Q6626251) (← links)
- Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle (Q6626340) (← links)
- Mutual aid insurance with a three-state Markov chain (Q6632361) (← links)
- Precommitted strategies with initial-time and intermediate-time value-at-risk constraints (Q6636814) (← links)
- The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes (Q6641345) (← links)
- Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671) (← links)
- Financial finance (Q6644194) (← links)
- Capital income jumps and wealth distribution (Q6646172) (← links)
- Time-inconsistent mean field and \(n\)-agent games under relative performance criteria (Q6648328) (← links)
- Portfolio problem for the \(\alpha\)-hypergeometric stochastic volatility model with consumption (Q6648741) (← links)
- The role of health in consumption and portfolio decision-making: insights from state-dependent models (Q6653538) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)
- A buy-hold-sell pension saving strategy (Q6665583) (← links)
- A life insurance model with asymmetric time preferences (Q6665585) (← links)