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.
- Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
- Model-based pairs trading in the bitcoin markets (Q4555101) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
- A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947) (← links)
- Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479) (← links)
- A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← links)
- Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management (Q4562723) (← links)
- Optimal reinsurance and investment problem in a defaultable market (Q4563472) (← links)
- Time-consistent investment and reinsurance under relative performance concerns (Q4563482) (← links)
- LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL (Q4563727) (← links)
- OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743) (← links)
- LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
- OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071) (← links)
- An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis (Q4575380) (← links)
- Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
- Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
- Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
- Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- The real risk in pension forecasting (Q4585946) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Value at risk estimation under stochastic volatility models using adaptive PMCMC methods (Q4607381) (← links)
- A Network Approach to Risk Theory and Portfolio Selection (Q4609751) (← links)
- Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230) (← links)
- Performance of utility-based strategies for hedging basis risk (Q4610231) (← links)
- Lie Group Analysis of Nonlinear Black-Scholes Models (Q4626496) (← links)
- Capital adequacy and risk management in banking industry (Q4628725) (← links)
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
- Optimal design of derivatives in illiquid markets* (Q4646780) (← links)
- Optimal selection portfolio problem: a semi-linear PDE approach (Q4648583) (← links)
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
- On Merton’s Problem for Life Insurers (Q4661693) (← links)
- (Q4675662) (← links)
- Strategic commodity allocation (Q4682999) (← links)
- Uncertainty aversion, robust control and asset holdings (Q4683052) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- Option overlay strategies (Q4683071) (← links)
- Leverage effect breakdowns and flight from risky assets (Q4683103) (← links)
- Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
- Around the Life Cycle: Deterministic Consumption-Investment Strategies (Q4689976) (← links)
- The role of index bonds in universal currency hedging (Q4784305) (← links)
- MARKET FORCES AND DYNAMIC ASSET PRICING (Q4797323) (← links)
- Continuous-time portfolio optimization under terminal wealth constraints (Q4845095) (← links)
- Optimal portfolio and consumption subject to multidimensional economic factors (Q4908872) (← links)
- Long-term strategic asset allocation with inflation risk and regime switching (Q4911230) (← links)
