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.

• Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
• Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
• Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
• Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
• A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
• Optimal control for uncertain random singular systems with multiple time-delays (Q2169678) (← links)
• A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory (Q2171069) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Dynamic optimal adjustment policies of hybrid pension plans (Q2172028) (← links)
• Maximizing expected exponential utility of consumption with a constraint on expected time in poverty (Q2174172) (← links)
• Hedge fund's dynamic leverage decisions under time-inconsistent preferences (Q2178105) (← links)
• Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
• Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
• Consumption and portfolio decisions with uncertain lifetimes (Q2190067) (← links)
• A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← links)
• Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
• Optimal retirement with borrowing constraints and forced unemployment risk (Q2212137) (← links)
• Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
• Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
• A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula (Q2219626) (← links)
• Indifference pricing under SAHARA utility (Q2223856) (← links)
• Closed-form solutions for an explicit modern ideal tontine with bequest motive (Q2234764) (← links)
• Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
• The optimal investment, liability and dividends in insurance (Q2240112) (← links)
• Model risk in real option valuation (Q2241105) (← 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)
• Pairs trading with illiquidity and position limits (Q2244254) (← links)
• Optimal portfolio with power utility of absolute and relative wealth (Q2244540) (← links)
• A method to find a stabilizing control for an accumulation fund with functions of an insurance company (Q2247820) (← links)
• Portfolio selection: a review (Q2247913) (← links)
• Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics (Q2247925) (← links)
• Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
• Portfolio optimization under convex incentive schemes (Q2255013) (← links)
• Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
• Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
• Dynamic asset allocation under VaR constraint with stochastic interest rates (Q2267297) (← links)
• Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
• Risk aversion and block exercise of executive stock options (Q2271611) (← links)
• Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
• In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
• Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
• A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
• Computational methods for incentive option valuation (Q2271801) (← links)
• A class of portfolio selection with a four-factor futures price model (Q2271822) (← links)
• A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162) (← links)
• Optimal consumption and investment with insurer default risk (Q2273975) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
• Optimal investment and consumption decision of a family with life insurance (Q2276217) (← links)