Pages that link to "Item:Q1038346"
From MaRDI portal
The following pages link to Consumption and portfolio rules for time-inconsistent investors (Q1038346):
Displaying 10 items.
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (Q5347269) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
- Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)
- Time-inconsistent contract theory (Q6641080) (← links)
- Time-inconsistent mean field and \(n\)-agent games under relative performance criteria (Q6648328) (← links)
- Optimal annuitisation, housing and reverse mortgage in retirement in the presence of a means-tested public pension (Q6649324) (← links)
- A life insurance model with asymmetric time preferences (Q6665585) (← links)