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.

• Benefits of fluctuating exchange rates on the investor's wealth (Q2676205) (← links)
• Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
• Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
• Mean field portfolio games with consumption (Q2690072) (← links)
• Optimal collective investment: an analysis of individual welfare (Q2690074) (← links)
• An optimal portfolio and consumption problem with a benchmark and partial information (Q2690075) (← links)
• Consumption and asset allocation with information learning and capital gains tax (Q2691394) (← links)
• The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
• An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← 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 investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• Optimal Market Making in the Foreign Exchange Market (Q2786211) (← links)
• Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365) (← links)
• Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177) (← links)
• Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
• A tree approach to options pricing under regime-switching jump diffusion models (Q2804506) (← links)
• Optimal trend following trading rules (Q2806822) (← links)
• Asymptotic analysis for Merton's problem with transaction costs in power utility case (Q2811107) (← links)
• Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations (Q2819095) (← links)
• A note on utility indifference pricing (Q2828052) (← links)
• Unemployment risks and optimal retirement in an incomplete market (Q2830771) (← links)
• Optimal investment in credit derivatives portfolio under contagion risk (Q2831003) (← links)
• Competitive Portfolio Selection Using Stochastic Predictions (Q2831387) (← links)
• Burgers and Black–Merton–Scholes equations with real time variable and complex spatial variable (Q2844798) (← links)
• The effect of estimation in high-dimensional portfolios (Q2847243) (← links)
• Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
• Arbitrage-free multifactor term structure models: a theory based on stochastic control (Q2851559) (← links)
• Optimal consumption and investment for a large investor: an intensity-based control framework (Q2851560) (← links)
• A concise characterization of optimal consumption with logarithmic preferences (Q2862512) (← links)
• An HMM approach for optimal investment of an insurer (Q2864634) (← links)
• Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication (Q2871408) (← links)
• Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
• Choosing the optimal annuitization time post-retirement (Q2873540) (← links)
• A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem (Q2874280) (← links)
• On efficiency of mean–variance based portfolio selection in defined contribution pension schemes (Q2879023) (← links)
• Comparison of mean variance like strategies for optimal asset allocation problems (Q2882690) (← links)
• One-Dimensional Pricing of CPPI (Q2889584) (← links)
• Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
• The double Gaussian approximation for high frequency data (Q2911663) (← links)
• Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms (Q2926486) (← links)
• ON THE SHAPE OF RISK AVERSION AND ASSET ALLOCATION (Q2939926) (← links)
• PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
• Optimal investment with transaction costs and dividends for an insurer (Q2954353) (← links)
• Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
• THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
• SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
• Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
• Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process (Q2979575) (← links)
• ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING (Q2986669) (← links)