Pages that link to "Item:Q1363524"
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The following pages link to Optimal consumption and equilibrium prices with portfolio constraints and stochastic income (Q1363524):
Displaying 26 items.
- Hydropower with Financial Information* (Q3617307) (← links)
- A multi-quality model of interest rates (Q3623404) (← links)
- CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT‐SALE CONSTRAINTS IN THE FINITE‐DIMENSIONAL CASE: SOME REMARKS (Q4372025) (← links)
- Anticipative portfolio optimization under constraints and a higher interest rate for borrowing (Q4542189) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) (← links)
- Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS (Q5700131) (← links)
- IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH (Q5745190) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- On an optimal consumption problem for \(p\)-integrable consumption plans (Q5940595) (← links)
- Generic regularity of competitive equilibria with restricted participation (Q5953016) (← links)
- New stochastic fractional integral and related inequalities of Jensen-Mercer and Hermite-Hadamard-Mercer type for convex stochastic processes (Q6067228) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus (Q6164098) (← links)
- Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
- Time-consistent pension policy with minimum guarantee and sustainability constraint (Q6543811) (← links)
- Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595) (← links)