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.

• OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
• The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
• Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
• Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
• Optimal investment in the foreign exchange market with proportional transaction costs (Q3005820) (← links)
• OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843) (← links)
• A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (Q3005846) (← links)
• UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL (Q3012767) (← links)
• A Generalization of Geometric Brownian Motion with Applications (Q3015918) (← links)
• A MODEL FOR MARKET CLOSURE AND INTERNATIONAL PORTFOLIO MANAGEMENT WITHIN INCOMPLETE INFORMATION (Q3022056) (← links)
• An <I>ε</I>-Optimal Portfolio with Stochastic Volatility (Q3023649) (← links)
• Optimal portfolio selection strategies under some constraints (Q3054702) (← links)
• An optimal portfolio problem in a defaultable market (Q3059692) (← links)
• An optimal investment and consumption model with stochastic returns (Q3077453) (← links)
• Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479) (← 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)
• PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
• An optimal investment strategy in bank management (Q3087927) (← links)
• Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218) (← links)
• A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds (Q3094225) (← links)
• Optimal investment and proportional reinsurance with constrained control variables (Q3098479) (← links)
• HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994) (← links)
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
• OPTIMAL INVESTMENT OF A LIFE INTEREST (Q3126237) (← links)
• CERTAINTY EQUIVALENCE AND LOGARITHMIC UTILITIES IN CONSUMPTION/INVESTMENT PROBLEMS (Q3126238) (← links)
• OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240) (← links)
• PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL (Q3126241) (← links)
• Moment identity for discrete random variable and its applications (Q3143504) (← links)
• Asymptotics and duality for the Davis and Norman problem (Q3145080) (← links)
• Non-robustness with Respect to Intervention Costs in Optimal Control (Q3158140) (← links)
• TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
• PORTFOLIO AND CONSUMPTION OPTIMIZATION PROBLEM WITH COBB-DOUGLAS UTILITY AND NEGATIVE WEALTH CONSTRAINTS (Q3174711) (← links)
• Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
• An Explicit Solution for Optimal Investment in Heston Model (Q3178733) (← links)
• EVOLUTION OF FIRM SIZE (Q3191837) (← links)
• Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (Q3192571) (← links)
• OPTIMISTIC VALUE MODEL OF UNCERTAIN OPTIMAL CONTROL (Q3195016) (← links)
• CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587) (← links)
• OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969) (← links)
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
• Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772) (← links)
• Optimal growth rate in random trade time (Q3400020) (← links)
• Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
• OPTIMAL HEDGING OF DERIVATIVES WITH TRANSACTION COSTS (Q3421823) (← links)
• Optimum Constrained Portfolio Rules in a Diffusion Market (Q3424319) (← links)
• Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
• THE PEDESTRIAN PRINCIPLE FOR DIFFERENTIAL GAMES (Q3444834) (← links)
• Optimal consumption problem in the Vasicek model (Q3455473) (← links)