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.
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Production technologies in stochastic continuous time models (Q631259) (← links)
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- Optimal consumption and investment under time-varying relative risk aversion (Q633319) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- Risk taking with additive and multiplicative background risks (Q634525) (← links)
- Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
- A note on constant proportion trading strategies (Q635503) (← links)
- Risk averse asymptotics in a Black--Scholes market on a finite time horizon (Q639356) (← links)
- Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? (Q650754) (← links)
- Optimal portfolio choice in the presence of domestic systemic risk: Empirical evidence from stock markets (Q651334) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Risk premia in general equilibrium (Q654607) (← links)
- Pricing general insurance in a reactive and competitive market (Q654742) (← links)
- On the reservation wage under CARA and limited borrowing (Q656792) (← links)
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
- What is the impact of stock market contagion on an investor's portfolio choice? (Q659101) (← links)
- Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- An M-ary detection approach for asset allocation (Q660845) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- Optimal portfolio allocation with higher moments (Q665798) (← links)
- Beliefs regarding fundamental value and optimal investing (Q666434) (← links)
- Robust consumption and portfolio choice for time varying investment opportunities (Q666461) (← links)
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- A new optimal portfolio selection model with owner-occupied housing (Q670831) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Portfolio choice with Knightian uncertainty (Q673678) (← links)
- Optimal portfolio and consumption decisions in a stochastic environment with precommitment (Q673797) (← links)
- An alternative approach to stochastic calculus for economic and financial models (Q673806) (← links)
- Domestic taxation and international portfolio choice (Q674092) (← links)
- Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
- A numerical scheme for a singular control problem: investment-consumption under proportional transaction costs (Q679585) (← links)
- Optimistic value model of multidimensional uncertain optimal control with jump (Q681138) (← links)
- Optimal control of uncertain systems with jump under optimistic value criterion (Q682844) (← links)
- The dynamics of speculative behaviour (Q684761) (← links)
- Shadow price in the power utility case (Q748318) (← links)
- Optimum responses of the current account when income is uncertain (Q751465) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Deterministic and stochastic dynamic adjustment of capital investment budgets (Q751953) (← links)
- Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956) (← links)
- Dynamic firm behavior within an uncertain environment (Q751961) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Stock return uncertainty and life insurance (Q782226) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
