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.

• Household consumption, investment and life insurance (Q2276237) (← links)
• Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
• A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
• The consumption-investment decision of a prospect theory household: a two-period model with an endogenous second period reference level (Q2283139) (← links)
• Mixed-asset portfolio allocation under mean-reverting asset returns (Q2288891) (← links)
• An intertemporal capital asset pricing model under incomplete information and short sales (Q2288897) (← links)
• Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales (Q2288915) (← links)
• Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
• Optimal retirement planning under partial information (Q2291758) (← links)
• Optimal allocation to deferred income annuities (Q2292184) (← links)
• Portfolio optimization with early announced discrete dividends (Q2294234) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
• Health shock risk, critical illness insurance, and housing services (Q2306096) (← links)
• Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← 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)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
• Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
• Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← 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)
• Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy (Q2334406) (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Portfolio selection with inflation-linked bonds and indexation lags (Q2338519) (← links)
• Optimal portfolio choice and consistent performance (Q2343112) (← links)
• Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
• Personal finance and life insurance under separation of risk aversion and elasticity of substitution (Q2347056) (← links)
• Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach (Q2348495) (← links)
• H-J-B equations of optimal consumption-investment and verification theorems (Q2348617) (← links)
• Robust utility maximization under convex portfolio constraints (Q2348619) (← links)
• A dynamic programming approach to constrained portfolios (Q2355875) (← links)
• A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
• Merton problem in an infinite horizon and a discrete time with frictions (Q2358298) (← links)
• Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313) (← links)
• Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
• The consumption-investment decision of a prospect theory household: a two-period model (Q2358570) (← links)
• Optimal consumption, investment and housing with means-tested public pension in retirement (Q2364003) (← links)
• Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
• Optimal risk-sharing with effort and project choice (Q2370508) (← links)
• A note on portfolios with risk-free internal gains (Q2371318) (← links)
• Symmetry-based solution of a model for a combination of a risky investment and a riskless investment (Q2371853) (← links)
• Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062) (← links)
• Longevity risk and retirement income tax efficiency: a location spending rate puzzle (Q2374096) (← links)
• Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)