Pages that link to "Item:Q3787900"

The following pages link to Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (Q3787900):

Displaying 50 items.

• Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
• Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Optimal trading strategy for an investor: the case of partial information (Q1805777) (← links)
• Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← 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)
• Portfolio selection of a closed-end mutual fund (Q1935935) (← links)
• Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
• The dual optimizer for the growth-optimal portfolio under transaction costs (Q1945044) (← 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)
• On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market (Q1972345) (← links)
• Utility maximization with habit formation of interaction (Q1983703) (← links)
• A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
• Recursive utility optimization with concave coefficients (Q2001553) (← links)
• Worst-case portfolio optimization in discrete time (Q2009178) (← links)
• Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617) (← links)
• Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
• Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
• Optimal retirement in a general market environment (Q2045148) (← links)
• Optimal consumption/investment and retirement with necessities and luxuries (Q2067260) (← links)
• Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
• Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
• Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
• Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
• Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
• Annuity and insurance choice under habit formation (Q2155851) (← links)
• A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
• Many-player games of optimal consumption and investment under relative performance criteria (Q2175463) (← links)
• Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
• Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
• On retirement time decision making (Q2234755) (← links)
• Finite horizon portfolio selection with durable goods (Q2236188) (← links)
• Utility maximization via decoupling fields (Q2240471) (← links)
• The value of knowing the market price of risk (Q2241058) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Optimal portfolio with power utility of absolute and relative wealth (Q2244540) (← links)
• Portfolio selection: a review (Q2247913) (← links)
• Optimal consumption under deterministic income (Q2250072) (← links)
• Portfolio optimization under convex incentive schemes (Q2255013) (← links)
• Dynamic asset allocation under VaR constraint with stochastic interest rates (Q2267297) (← links)