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.

• Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
• Equilibrium strategies in a defined benefit pension plan game (Q1711486) (← links)
• Optimal strategies under omega ratio (Q1713773) (← links)
• The optimal cash holding models for stochastic cash management of continuous time (Q1716921) (← links)
• Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
• Portfolio selection with subsistence consumption constraints and CARA utility (Q1717770) (← links)
• Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
• Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
• A pedagogical note on risk sharing versus instability in international financial integration: when Obstfeld meets Stiglitz (Q1723072) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
• Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
• Consumption-portfolio choice with preferences for cash (Q1734595) (← links)
• Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
• An analysis of transaction costs in participating life insurance under mean-variance preferences (Q1735046) (← links)
• Asymptotic harvesting of populations in random environments (Q1738027) (← links)
• Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint (Q1740034) (← links)
• Stocks for the log-run and constant relative risk aversion preferences (Q1740568) (← links)
• Annuitization and asset allocation under exponential utility (Q1742720) (← links)
• Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
• A consumption-investment problem with constraints on minimum and maximum consumption rates (Q1743955) (← links)
• Reversible job-switching opportunities and portfolio selection (Q1754658) (← links)
• Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
• Asset management, high water mark and flow of funds (Q1755819) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Long-term optimal portfolios with floor (Q1761450) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351) (← links)
• Investment with restricted stock and the value of information (Q1774888) (← links)
• Type \(G\) and spherical distributions on \(\mathbb R^d\) (Q1776346) (← links)
• The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
• Optimal retirement strategy with a negative wealth constraint (Q1785214) (← links)
• Dynamic portfolio selection with market impact costs (Q1785239) (← links)
• A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time (Q1785290) (← links)
• Mean growth and stochastic stability in endogenous growth models (Q1787512) (← links)
• Numerical solutions to dynamic portfolio problems with upper bounds (Q1789606) (← links)
• Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Robust time-inconsistent stochastic control problems (Q1797115) (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
• A new foundation for the mean-variance analysis (Q1827662) (← links)
• The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
• A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
• Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
• Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
• Optimal portfolios for logarithmic utility. (Q1877521) (← links)
• Nash competitive equilibria and two-period fund separation (Q1877824) (← links)
• Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)