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.

• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• H-J-B equations of optimal consumption-investment and verification theorems (Q2348617) (← links)
• A dynamic programming approach to constrained portfolios (Q2355875) (← 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)
• Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062) (← links)
• Optimal investment with deferred capital gains taxes (Q2379189) (← links)
• Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
• Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
• Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
• Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
• Increasing risk aversion and life-cycle investing (Q2422172) (← 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)
• 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)
• Optimal asset allocation for DC pension plans under inflation (Q2444718) (← 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)
• The equity risk premium and the riskfree rate in an economy with borrowing constraints (Q2459034) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Stability of utility-maximization in incomplete markets (Q2464860) (← 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)
• The design of equity-indexed annuities (Q2518533) (← links)
• Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
• Intertemporal asset allocation when the underlying factors are unobservable (Q2642603) (← links)
• Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
• Dynamic asset allocation with consumption ratcheting post retirement (Q2657292) (← links)
• Optimal collective investment: an analysis of individual welfare (Q2690074) (← links)
• Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model (Q2698613) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← 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)
• Linked recursive preferences and optimality (Q2788691) (← links)
• Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177) (← links)
• Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
• Ambiguity, asset prices, and excess volatility in a pure-exchange economy (Q2879037) (← links)
• A note on optimal consumption and investment in a geometric Ornstein-Uhlenbeck market (Q2909820) (← 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)
• Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
• Investing for retirement through a with-profits pension scheme: a client's perspective (Q3077748) (← links)
• Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
• STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (Q3084602) (← links)
• An optimal investment strategy in bank management (Q3087927) (← links)