Pages that link to "Item:Q3787900"

The following pages link to Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (Q3787900):

Displaying 50 items.

• Optimal Dynamic Momentum Strategies (Q5106353) (← links)
• An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730) (← links)
• Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← 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)
• Conjugate duality in problems of constrained utility maximization (Q5190571) (← links)
• BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM (Q5207492) (← links)
• An optimal consumption and investment problem with partial information (Q5214995) (← links)
• Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
• Optimal Consumption and Portfolio Selection with Early Retirement Option (Q5219704) (← links)
• A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
• (Q5239777) (← links)
• OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420) (← links)
• Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
• Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335) (← links)
• Dynamic Portfolio Optimization with Bounded Shortfall Risks (Q5316803) (← links)
• PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060) (← links)
• CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS (Q5369441) (← links)
• DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS (Q5422630) (← links)
• PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
• STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)
• PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING (Q5488980) (← links)
• Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing (Q5505153) (← links)
• MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
• FINANCIAL MARKET MODEL WITH INFLUENTIAL INFORMED INVESTORS (Q5704728) (← links)
• A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
• BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
• Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Optimal investment strategies with bounded risks, general utilities, and goal achieving (Q5939299) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
• Optimal investment with minimum performance constraints (Q5958102) (← links)
• Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
• Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
• Young, timid, and risk takers (Q6054383) (← links)
• Labor supply flexibility and portfolio selection with early retirement option (Q6072097) (← 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)
• (Q6091007) (← links)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
• Horizon effect on optimal retirement decision (Q6101026) (← links)
• Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
• Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
• Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
• Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
• Optimal consumption and investment with welfare constraints (Q6130334) (← links)
• Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)