Pages that link to "Item:Q4507457"
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The following pages link to Utility Maximization with Discretionary Stopping (Q4507457):
Displaying 41 items.
- Investment Timing with Incomplete Information and Multiple Means of Learning (Q3453345) (← links)
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY (Q3521285) (← links)
- INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
- Perpetual American options in incomplete markets: the infinitely divisible case (Q3605221) (← links)
- FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
- Buy-and-hold mean-variance portfolios with a random exit strategy (Q4554501) (← links)
- A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
- A continuity question of Dubins and Savage (Q4684865) (← links)
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints (Q4911231) (← links)
- Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
- Effects of a government subsidy and labor flexibility on portfolio selection and retirement (Q5014230) (← links)
- Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
- Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment (Q5094719) (← links)
- Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
- Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences (Q5163685) (← links)
- Optimal Consumption and Portfolio Selection with Early Retirement Option (Q5219704) (← links)
- Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216) (← links)
- The impact of a partial borrowing limit on financial decisions (Q5234342) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM (Q5291317) (← links)
- A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835) (← links)
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION (Q5488982) (← links)
- Optimal consumption problems in discontinuous markets (Q5746732) (← links)
- Labor supply flexibility and portfolio selection with early retirement option (Q6072097) (← links)
- Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
- Horizon effect on optimal retirement decision (Q6101026) (← links)
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
- Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
- Optimal expansion of business opportunity (Q6112782) (← links)
- PORTFOLIO CHOICE WITH TIME HORIZON RISK (Q6119779) (← links)
- Analytic approach for models of optimal retirement with disability risk (Q6125929) (← links)
- Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (Q6146679) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
- Optimal annuitization and asset allocation under linear habit formation (Q6152714) (← links)
- The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement (Q6161111) (← links)
- Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework (Q6192353) (← links)
- Effect of labour income on the optimal bankruptcy problem (Q6549610) (← links)
- Optimal dividend and stopping problems for two-dimensional compound poisson risk model (Q6571761) (← links)
- Human capital and portfolio choice: borrowing constraint and reversible retirement (Q6594802) (← links)
- A two-person zero-sum game approach for a retirement decision with borrowing constraints (Q6623044) (← links)
- Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)