Pages that link to "Item:Q1203746"

The following pages link to Convex duality in constrained portfolio optimization (Q1203746):

Displaying 50 items.

• UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
• Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
• Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
• Continuous-time portfolio optimization under terminal wealth constraints (Q4845095) (← links)
• Contingent claim valuation in a market with different interest rates (Q4859449) (← links)
• Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
• Optimal investment under dynamic risk constraints and partial information (Q4911229) (← links)
• Optimal Longevity Risk Transfer and Investment Strategies (Q4987089) (← links)
• Valuing real options with endogenous payoff (Q5051984) (← links)
• Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
• A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
• Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
• Proportional reinsurance and investment in multiple risky assets under borrowing constraint (Q5117679) (← links)
• Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
• Conjugate duality in problems of constrained utility maximization (Q5190571) (← links)
• HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
• Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
• Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints (Q5222867) (← links)
• Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
• A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
• OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420) (← links)
• ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor (Q5250044) (← links)
• Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models (Q5256324) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (Q5696877) (← links)
• Optimal portfolios with a positive lower bound on final wealth (Q5711170) (← links)
• Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints (Q5745553) (← links)
• Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
• Solving life-cycle problems with biometric risk by artificial insurance markets (Q5865316) (← links)
• Consumption and investment under constraints (Q5894595) (← links)
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900044) (← links)
• Consumption and investment under constraints (Q5906560) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Nonlinear taxation, tax-arbitrage and equilibrium asset prices (Q5939301) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
• New stochastic fractional integral and related inequalities of Jensen-Mercer and Hermite-Hadamard-Mercer type for convex stochastic processes (Q6067228) (← links)
• Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
• On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
• Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← 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)
• Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift (Q6171940) (← links)
• Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
• A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)
• Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer (Q6494326) (← links)
• Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)