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.

• Dynamic common property resources and environmental problems (Q799469) (← links)
• Asset pricing for general processes (Q804457) (← links)
• Risk taking by banks and capital accumulation: A portfolio approach (Q807329) (← links)
• Further results on asset pricing with incomplete information (Q809856) (← links)
• A variational problem arising in financial economics (Q811312) (← links)
• Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
• Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence (Q817295) (← links)
• Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
• Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (Q827484) (← links)
• Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
• Efficient frontier of utility and CVaR (Q836867) (← links)
• A numerical evaluation of meta-heuristic techniques in portfolio optimisation (Q839988) (← links)
• Investment and consumption without commitment (Q841650) (← links)
• A factor allocation approach to optimal bond portfolio (Q841841) (← links)
• Portfolio insurance with liquidity risk (Q841847) (← links)
• Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
• How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
• Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
• Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
• Risk aversion and expected utility of consumption over time (Q844923) (← links)
• Does tax competition really promote growth? (Q846512) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method (Q857737) (← links)
• ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923) (← links)
• Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
• The timing of annuitization: Investment dominance and mortality risk (Q865617) (← links)
• Equilibria of continuous-time recurrent fuzzy systems (Q869126) (← links)
• Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
• Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
• Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
• Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628) (← links)
• A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
• Optimal consumption, the interest rate and wage uncertainty (Q899836) (← links)
• On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
• Theoretical foundations of constant-proportion portfolio insurance (Q902656) (← links)
• Portfolio choice with non-expected utility in continuous time (Q902699) (← links)
• Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
• A survey of numerical methods for stochastic differential equations (Q914251) (← links)
• Valuation of derivative securities involving several assets using discrete time methods (Q919967) (← links)
• Multi-period asset allocation by stochastic dynamic programming (Q924425) (← links)
• Valuing the option to invest in an incomplete market (Q926390) (← links)
• The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
• Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
• Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
• Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
• Pension funds as institutions for intertemporal risk transfer (Q931188) (← links)
• Stochastic optimal control of DC pension funds (Q931216) (← links)
• Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
• Optimal consumption and portfolio choice for pooled annuity funds (Q938034) (← links)