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.

• Optimal investment and consumption decision of a family with life insurance (Q2276217) (← links)
• Portfolio optimization under Solvency II (Q2288904) (← links)
• A stochastic control model for the average price of manufacturer sales on commodity exchanges (Q2290422) (← 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)
• Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← 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)
• Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
• Optimal sharing rule for a household with a portfolio management problem (Q2334838) (← links)
• Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• A dynamic programming approach to constrained portfolios (Q2355875) (← links)
• Logarithmic utility maximization in an exponential Lévy model (Q2356496) (← links)
• Optimal risk-sharing with effort and project choice (Q2370508) (← links)
• Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062) (← links)
• Optimal investment with deferred capital gains taxes (Q2379189) (← links)
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
• An analytic market condition for mutual fund separation: demand for the non-sharpe ratio maximizing portfolio (Q2419787) (← links)
• Increasing risk aversion and life-cycle investing (Q2422172) (← links)
• Finite horizon portfolio selection with a negative wealth constraint (Q2423686) (← links)
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
• Portfolios and risk premia for the long run (Q2428051) (← links)
• The optimal mean-variance investment strategy under value-at-risk constraints (Q2445346) (← links)
• Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Maximizing banking profit on a random time interval (Q2472043) (← links)
• FBSDE approach to utility portfolio selection in a market with random parameters (Q2479338) (← links)
• Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
• Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
• Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
• Comparison of insiders' optimal strategies depending on the type of side-information (Q2568298) (← links)
• Utility maximization in incomplete markets (Q2572389) (← links)
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
• Consumption and investment with interest rate risk (Q2633849) (← links)
• Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
• Optimal job switching and retirement decision (Q2700416) (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• Linked recursive preferences and optimality (Q2788691) (← links)
• Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177) (← links)
• Optimization problem under change of regime of interest rate (Q2816571) (← links)
• Portfolio optimization under shortfall risk constraint (Q2817245) (← links)
• Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
• ON THE SHAPE OF RISK AVERSION AND ASSET ALLOCATION (Q2939926) (← links)
• The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
• An optimal portfolio problem in a defaultable market (Q3059692) (← links)