Pages that link to "Item:Q1124508"

The following pages link to Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508):

Displaying 50 items.

• 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)
• 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)
• 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)
• Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
• Optimal strategy for a fund manager with option compensation (Q1640170) (← links)
• Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← 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)
• Optimal asset allocation with fixed-term securities (Q1656778) (← links)
• Asset allocation with time series momentum and reversal (Q1657387) (← links)
• Cross-sectional asset pricing with heterogeneous preferences and beliefs (Q1657503) (← 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)
• A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints (Q1684774) (← links)
• Reaching nirvana with a defaultable asset? (Q1693840) (← 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)
• Optimal strategies with option compensation under mean reverting returns or volatilities (Q1722748) (← links)
• Finite-horizon optimal consumption and investment problem with a preference change (Q1728053) (← links)
• The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes (Q1729811) (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
• On the optimality of path-dependent structured funds: the cost of standardization (Q1735195) (← links)
• Annuitization and asset allocation under exponential utility (Q1742720) (← links)
• Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
• Optimal trading strategy for an investor: the case of partial information (Q1805777) (← links)
• A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
• Dual formulation of the utility maximization problem under transaction costs (Q1872433) (← links)
• Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
• Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
• On trees and logs (Q1877165) (← links)
• Optimal portfolios for logarithmic utility. (Q1877521) (← links)
• Martingale representation theorems for initially enlarged filtrations. (Q1877525) (← links)
• Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
• Utility maximization with partial information (Q1890699) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• Convex compactness and its applications (Q1932529) (← links)
• Portfolio selection of a closed-end mutual fund (Q1935935) (← links)
• Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
• On utility maximization under convex portfolio constraints (Q1948700) (← links)
• Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
• American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
• Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
• On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market (Q1972345) (← links)
• A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)