Pages that link to "Item:Q1124508"

The following pages link to Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508):

Displaying 50 items.

• OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
• Optimal asset allocation for participating contracts with mortality risk under minimum guarantee (Q5077434) (← links)
• Martingale and duality methods for optimal investment and reinsurance problem in a Lévy model (Q5078056) (← links)
• A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
• A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
• Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
• Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
• Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
• Optimal Dynamic Momentum Strategies (Q5106353) (← links)
• An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730) (← links)
• Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
• Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
• THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES (Q5213442) (← links)
• An optimal consumption and investment problem with partial information (Q5214995) (← links)
• Optimal asset allocation for participating contracts under the VaR and PI constraint (Q5217902) (← links)
• Optimal Consumption and Portfolio Selection with Early Retirement Option (Q5219704) (← links)
• Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
• A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
• Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078) (← links)
• (Q5239777) (← links)
• Optimal claims with fixed payoff structure (Q5245622) (← links)
• LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
• OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420) (← links)
• Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335) (← links)
• Dynamic Portfolio Optimization with Bounded Shortfall Risks (Q5316803) (← links)
• Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
• Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239) (← links)
• DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS (Q5422630) (← links)
• Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• PARTIAL EQUILIBRIUM AND MARKET COMPLETION (Q5462703) (← links)
• On the equivalence of the static and dynamic asset allocation problems (Q5484641) (← links)
• PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING (Q5488980) (← links)
• OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (Q5696877) (← links)
• Investing for Retirement (Q5718087) (← links)
• A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
• BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
• OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT (Q5854325) (← links)
• Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900044) (← links)
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233) (← 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)
• Asset pricing with a forward--backward stochastic differential utility (Q5941377) (← links)
• On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
• Optimal investment with minimum performance constraints (Q5958102) (← links)
• Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786) (← links)
• Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
• Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)