Pages that link to "Item:Q1961363"

The following pages link to Optimal consumption and portfolio selection with stochastic differential utility (Q1961363):

Displaying 36 items.

• Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
• Backward stochastic Volterra integral equations and some related problems (Q2495382) (← links)
• Robust control and model misspecification (Q2496228) (← links)
• Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
• Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
• Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
• Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177) (← links)
• AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (Q3005841) (← links)
• OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969) (← links)
• INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES (Q3523571) (← links)
• A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
• LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
• Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
• (Q4675662) (← links)
• Optimal portfolio and consumption subject to multidimensional economic factors (Q4908872) (← links)
• A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
• (Q5054748) (← links)
• A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
• Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
• Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences (Q5163685) (← links)
• Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
• Making mean-variance hedging implementable in a partially observable market (Q5247228) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS (Q5700131) (← links)
• Life insurance decisions under recursive utility (Q5743528) (← links)
• Linear−quadratic optimal control and nonzero‐sum differential game of forward−backward stochastic system (Q5745691) (← links)
• Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
• Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems (Q6078631) (← links)
• Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
• Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
• Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
• Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
• Infinite horizon backward stochastic difference equations and related stochastic recursive control problems (Q6622711) (← links)
• Age-dependent robust strategic asset allocation with inflation-deflation hedging demand (Q6655910) (← links)