Pages that link to "Item:Q140187"

The following pages link to Optimum consumption and portfolio rules in a continuous-time model (Q140187):

Displaying 50 items.

• Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
• Optimal portfolio choice and stochastic volatility (Q5414493) (← links)
• Asset allocation under threshold autoregressive models (Q5414497) (← links)
• Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
• PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
• Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
• NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS (Q5462699) (← links)
• OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION (Q5487832) (← links)
• A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835) (← links)
• PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS (Q5488976) (← links)
• MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)
• DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION (Q5488982) (← links)
• Stochastic optimal economic growth model with natural resources (Q5492504) (← links)
• Continuous-time safety-first portfolio selection with jump-diffusion processes (Q5497353) (← links)
• MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941) (← links)
• MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS (Q5696858) (← links)
• OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (Q5696877) (← links)
• Portfolio optimization with unobservable Markov-modulated drift process (Q5697589) (← links)
• CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS (Q5700131) (← links)
• Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility (Q5711169) (← links)
• Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility (Q5715905) (← links)
• Optimal Investment for an Insurer to Minimize Its Probability of Ruin (Q5715959) (← links)
• Optimal Portfolio Selection with Transaction Costs (Q5718252) (← links)
• Optimal allocation–consumption problem for a portfolio with an illiquid asset (Q5739576) (← links)
• Optimal Control of DC Pension Plan Management under Two Incentive Schemes (Q5742903) (← links)
• Portfolio Optimization under Fast Mean-Reverting and Rough Fractional Stochastic Environment (Q5742993) (← links)
• Backward SDEs for control with partial information (Q5743122) (← links)
• Life insurance decisions under recursive utility (Q5743528) (← links)
• Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
• BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
• APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES (Q5854315) (← links)
• Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
• Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661) (← links)
• Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092) (← links)
• Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
• Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
• Optimal investment and reinsurance strategies for an insurer with stochastic economic factor (Q5886710) (← links)
• Stochastic differential equations in finance (Q5899819) (← links)
• Time to build and bond risk premia (Q5918628) (← links)
• Time to build and bond risk premia (Q5919142) (← links)
• Stochastic differential equations in finance (Q5925253) (← links)
• Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund (Q5938016) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs (Q5939297) (← links)
• Wealth optimization in an incomplete market driven by a jump-diffusion process (Q5939298) (← links)
• Equilibrium in a stochastic model with consumption, wages and investment (Q5939300) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)