Pages that link to "Item:Q1265773"
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The following pages link to Optimization of consumption with labor income (Q1265773):
Displaying 21 items.
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints (Q4911231) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- The impact of a partial borrowing limit on financial decisions (Q5234342) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE (Q5472779) (← links)
- Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing (Q5505153) (← links)
- PRICING PRECIPITATION BASED DERIVATIVES (Q5714653) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- (Q6075193) (← links)
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Optimal consumption and investment with welfare constraints (Q6130334) (← links)
- Time-consistent pension policy with minimum guarantee and sustainability constraint (Q6543811) (← links)
- Reflections on BSDEs (Q6545184) (← links)
- Dynamic asset allocation and consumption ratcheting with costs (Q6569186) (← links)
- A two-person zero-sum game approach for a retirement decision with borrowing constraints (Q6623044) (← links)
- Pension funds with longevity risk: an optimal portfolio insurance approach (Q6665607) (← links)
