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.

• A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
• Stochastic optimal control of annuity contracts. (Q1423354) (← links)
• New method to option pricing for the general Black-Scholes model -- an actuarial approach (Q1430587) (← links)
• Optimal pension management in a stochastic framework. (Q1430674) (← links)
• Risk sensitive asset allocation (Q1575279) (← links)
• Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (Q1575404) (← links)
• The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
• On dynamic investment strategies (Q1583162) (← links)
• Growth and optimal intertemporal allocation of risks (Q1603225) (← links)
• Optimal consumption of a divisible durable good (Q1606182) (← links)
• Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
• Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
• Optimal allocation of trend following strategies (Q1618529) (← links)
• An optimal control model for reducing and trading of carbon emissions (Q1619124) (← links)
• Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
• Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility (Q1622129) (← links)
• Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like (Q1624494) (← links)
• Optimal consumption-portfolio rules with biased beliefs (Q1627019) (← links)
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• Optimal strategy for a fund manager with option compensation (Q1640170) (← links)
• Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132) (← links)
• Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
• Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
• Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
• Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk (Q1656406) (← links)
• Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• Asset allocation with time series momentum and reversal (Q1657387) (← links)
• Robustness of stable volatility strategies (Q1657466) (← links)
• Permanent shocks, signal extraction, and portfolio selection (Q1657607) (← links)
• Portfolio selection with consumption ratcheting (Q1657613) (← links)
• Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
• Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
• An optimal job, consumption/leisure, and investment policy (Q1667208) (← links)
• Idiosyncratic risk, the private benefits of control and investment timing (Q1672903) (← links)
• Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
• Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952) (← links)
• Possibilistic individual multi-period consumption-investment models (Q1677108) (← links)
• Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks (Q1681187) (← links)
• On the effects of changing mortality patterns on investment, labour and consumption under uncertainty (Q1681194) (← 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)
• Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
• Reaching nirvana with a defaultable asset? (Q1693840) (← links)
• A bound on the probability of ruin in Merton's model (Q1695461) (← links)
• Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
• Individual optimal pension allocation under stochastic dominance constraints (Q1703557) (← links)
• Dynamic investment and counterparty risk (Q1705168) (← links)