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.

• Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075) (← links)
• Remarks on optimal strategies to utility maximizations in continuous time incomplete markets (Q3121489) (← links)
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
• A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
• Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (Q3352793) (← links)
• Optimal portfolio delegation when parties have different coefficients of risk aversion (Q3375392) (← links)
• CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (Q3393970) (← links)
• Utility Maximization Under Bounded Expected Loss (Q3396371) (← links)
• Optimal Consumption and Portfolio Choice with Stopping (Q3433621) (← links)
• MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES (Q3446062) (← links)
• Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
• OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY (Q3521285) (← links)
• OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (Q3523599) (← links)
• Hydropower with Financial Information* (Q3617307) (← links)
• State-Dependent Utility (Q3621147) (← links)
• OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
• EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL¹ (Q4226863) (← links)
• GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES (Q4226868) (← links)
• Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case¹ (Q4345911) (← links)
• Equilibrium Models With Singular Asset Prices (Q4345912) (← links)
• Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
• Optimal Consumption‐Portfolio Policies With Habit Formation¹ (Q4345934) (← links)
• OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS (Q4372020) (← links)
• Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552) (← links)
• Anticipative portfolio optimization under constraints and a higher interest rate for borrowing (Q4542189) (← links)
• Optimal investment strategies for general utilities under dynamic elasticity of variance models (Q4554502) (← links)
• Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
• LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL (Q4563727) (← links)
• LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
• Optimal life insurance with no-borrowing constraints: duality approach and example (Q4575376) (← links)
• Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
• Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
• Optimal retirement time under habit persistence: what makes individuals retire early? (Q4585945) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• Asset Allocation with Regime-Switching: Discrete-Time Case (Q4661699) (← links)
• Optimal payoffs under state-dependent preferences (Q4683070) (← links)
• General equilibrium pricing with multiple dividend streams and regime switching (Q4683085) (← links)
• The Value of Information for Optimal Portfolio Management (Q4689049) (← links)
• Long-term strategic asset allocation with inflation risk and regime switching (Q4911230) (← links)
• Optimal investment, consumption and retirement decision with disutility and borrowing constraints (Q4911231) (← links)
• AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
• Optimal Investment in the Development of Oil and Gas Field (Q4965124) (← links)
• Optimal Longevity Risk Transfer and Investment Strategies (Q4987089) (← links)
• A note on - vs. -expected loss portfolio constraints (Q4991071) (← links)
• Optimal investment and consumption in the binomial no-arbitrage asset-pricing model (Q4991325) (← links)
• Effects of a government subsidy and labor flexibility on portfolio selection and retirement (Q5014230) (← links)
• The investor problem based on the HJM model (Q5028970) (← links)
• Robust portfolio optimization under hybrid CEV and stochastic volatility (Q5053998) (← links)
• Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
• Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach (Q5063445) (← links)