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.

• 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)
• A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
• Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (Q2010908) (← links)
• Continuity of utility maximization under weak convergence (Q2024121) (← 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)
• Dynamic portfolio allocation in goals-based wealth management (Q2033705) (← links)
• Variable annuities: market incompleteness and policyholder behavior (Q2038222) (← links)
• Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
• Optimal retirement in a general market environment (Q2045148) (← links)
• Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme (Q2056859) (← links)
• Lose oneself in comparison: an investment and consumption game between two agents (Q2060544) (← links)
• Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
• Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
• Optimal consumption with reference to past spending maximum (Q2120541) (← 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)
• Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees (Q2152251) (← links)
• Annuity and insurance choice under habit formation (Q2155851) (← links)
• Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
• Optimal retirement with borrowing constraints and forced unemployment risk (Q2212137) (← links)
• Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) (← links)
• Risk management with expected shortfall (Q2230765) (← links)
• On retirement time decision making (Q2234755) (← links)
• Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009) (← links)
• Finite horizon portfolio selection with durable goods (Q2236188) (← links)
• Optimal control of the SIR model in the presence of transmission and treatment uncertainty (Q2240244) (← links)
• The value of knowing the market price of risk (Q2241058) (← links)
• A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
• Optimal bitcoin trading with inverse futures (Q2241555) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Portfolio selection: a review (Q2247913) (← links)
• Optimal consumption under deterministic income (Q2250072) (← links)
• Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
• Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
• Optimal investment and consumption decision of a family with life insurance (Q2276217) (← links)
• Mixed-asset portfolio allocation under mean-reverting asset returns (Q2288891) (← links)
• Portfolio optimization under Solvency II (Q2288904) (← links)
• Optimal retirement planning under partial information (Q2291758) (← links)
• Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
• Consumption in incomplete markets (Q2308177) (← links)
• A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
• Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
• Ratcheting with a bliss level of consumption (Q2329672) (← links)
• Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
• Reference-dependent aggregation in multi-attribute group decision-making (Q2333485) (← links)
• Interval generalized ordered weighted utility multiple averaging operators and their applications to group decision-making (Q2333520) (← links)
• Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
• Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)