The following pages link to (Q3760262):
Displaying 48 items.
- Many-player games of optimal consumption and investment under relative performance criteria (Q2175463) (← links)
- Optimal consumption under deterministic income (Q2250072) (← links)
- Optimal investment and consumption decision of a family with life insurance (Q2276217) (← links)
- Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← 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)
- Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan (Q2333010) (← links)
- Optimal investment, consumption and timing of annuity purchase under a preference change (Q2338709) (← links)
- An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach (Q2348495) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062) (← links)
- An optimal consumption and investment problem with stochastic hyperbolic discounting (Q2419998) (← links)
- Borrowing constraints, effective flexibility in labor supply, and portfolio selection (Q2422167) (← links)
- The Markov consumption problem (Q2427839) (← links)
- A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption (Q2440421) (← links)
- Hedging global environment risks: an option based portfolio insurance (Q2440762) (← links)
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Solution of a class of investment developmental equations (Q2721921) (← links)
- (Q3388387) (← links)
- OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969) (← links)
- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)
- Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
- A note on optimal expected utility of dividend payments with proportional reinsurance (Q4583594) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239) (← links)
- Optimal portfolio and consumption subject to multidimensional economic factors (Q4908872) (← links)
- AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
- CARA UTILITY AND OPTIMAL RETIREMENT (Q5020322) (← links)
- Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434) (← links)
- A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730) (← links)
- Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
- Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
- Optimal Consumption and Portfolio Selection with Early Retirement Option (Q5219704) (← links)
- (Q5239777) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- An elementary approach to the Merton problem (Q6054379) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)
- Effect of labour income on the optimal bankruptcy problem (Q6549610) (← links)
