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.

• Life insurance, precautionary saving and contingent bequest (Q1887438) (← links)
• Stochastic optimization under constraints. (Q1888753) (← links)
• Numerical schemes for investment models with singular transactions (Q1890892) (← links)
• Multi-asset portfolio selection problem with transaction costs (Q1897670) (← links)
• A practical variational approach to stochastic optimal control via state moment equations (Q1916929) (← links)
• Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
• HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• A class of models satisfying a dynamical version of the CAPM (Q1927311) (← links)
• Finite horizons, human wealth, and the risk-free rate puzzle (Q1927616) (← links)
• A tractable model of precautionary saving in continuous time (Q1927819) (← links)
• Futures trading with transaction costs (Q1928878) (← links)
• Optimal geometric mean returns of stocks and their options (Q1929676) (← links)
• Effects of mortality risk on risk-taking behavior (Q1929809) (← links)
• Convex compactness and its applications (Q1932529) (← links)
• Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532) (← links)
• The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
• Leverage management (Q1932537) (← links)
• Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
• Consumption and risk with hyperbolic discounting (Q1934107) (← links)
• A new approach for modelling and understanding optimal monetary policy (Q1934826) (← links)
• Monetary non-neutrality in the sidrauski model under uncertainty (Q1934828) (← links)
• Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
• Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
• Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
• Explicit solution for a vector-valued LQG homing problem (Q1941203) (← links)
• On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints (Q1943085) (← links)
• Optimal consumption and investment for markets with random coefficients (Q1945049) (← links)
• A BSDE approach to risk-based asset allocation of pension funds with regime switching (Q1945100) (← links)
• On utility maximization under convex portfolio constraints (Q1948700) (← links)
• Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
• Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← 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)
• Ambiguity premium and transaction costs (Q1984415) (← links)
• Dynamic pairs trading using the stochastic control approach (Q1994134) (← links)
• Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239) (← links)
• Dynamic asset allocation when bequests are luxury goods (Q1994300) (← links)
• Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (Q1994303) (← links)
• Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
• Heterogeneous beliefs in over-the-counter markets (Q1994417) (← links)
• Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
• Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
• Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
• Relative performance concerns among investment managers (Q2000688) (← links)
• Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
• Financial globalization and the increase in the size of government: are they related? (Q2002434) (← links)
• Worst-case portfolio optimization in discrete time (Q2009178) (← links)
• Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894) (← links)
• Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (Q2010908) (← links)