Pages that link to "Item:Q140187"
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The following pages link to Optimum consumption and portfolio rules in a continuous-time model (Q140187):
Displaying 50 items.
- THE RISK‐FREE RATE IN A FINITE HORIZON MODEL WITH BEQUESTS (Q3462567) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
- EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS (Q3498240) (← links)
- Market Influence of Portfolio Optimizers (Q3502200) (← links)
- SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS (Q3503048) (← links)
- UNCERTAINTY AVERSION, ROBUST CONTROL AND ASSET HOLDINGS WITH A STOCHASTIC INVESTMENT OPPORTUNITY SET (Q3503123) (← links)
- OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND (Q3503126) (← links)
- Risk-sensitive benchmarked asset management (Q3518381) (← links)
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY (Q3521285) (← links)
- TRANSACTION COSTS: A NEW POINT OF VIEW (Q3523576) (← links)
- Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs (Q3535648) (← links)
- Robust optimization of consumption with random endowment (Q3541204) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
- Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
- Dynamic consumption and asset allocation with derivative securities (Q3593597) (← links)
- Thou shalt buy and hold (Q3605237) (← links)
- Bankruptcy in long-term investments (Q3605238) (← links)
- Stochastic Control System for Mortality Benefits (Q3611812) (← links)
- OPTIMAL HARVESTING OF FOREST AGE CLASSES UNDER PRICE UNCERTAINTY AND RISK AVERSION (Q3616608) (← links)
- Hydropower with Financial Information* (Q3617307) (← links)
- Robust convex conic optimization in D-induced duality framework (Q3620280) (← links)
- State-Dependent Utility (Q3621147) (← links)
- Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
- DYNAMIC PORTFOLIO SELECTION WITH UNCERTAINTY (Q3629768) (← links)
- Dynamic Pricing of General Insurance in a Competitive Market (Q3632825) (← links)
- Life Annuitization: Why and how Much? (Q3632858) (← links)
- Optimal Investment and Bounded Ruin Probability: Constant Portfolio Strategies and Mean-variance Analysis (Q3634586) (← links)
- Market Consistent Pricing of Insurance Products (Q3634589) (← links)
- Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach (Q3647589) (← 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)
- A class of continuous-time portfolio selection with liability under jump-diffusion processes (Q3654564) (← links)
- Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117) (← links)
- MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES (Q4226869) (← links)
- RISK‐AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS<sup>1</sup> (Q4345880) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934) (← links)
- Optimal Investment With Undiversifiable Income Risk (Q4372005) (← links)
- OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (Q4372014) (← links)
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161) (← links)
- Efficient Universal Portfolios for Past‐Dependent Target Classes (Q4409030) (← links)
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
- Heuristic option pricing with neural networks and the neuro-computer synapse 3 (Q4484950) (← links)
- A theoretical investigation of randomized asset allocation strategies (Q4541558) (← links)
- Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
- When do jumps matter for portfolio optimization? (Q4554219) (← links)
- Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
- Buy-and-hold mean-variance portfolios with a random exit strategy (Q4554501) (← links)
- Optimal investment strategies for general utilities under dynamic elasticity of variance models (Q4554502) (← links)
