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.

• Equilibrium with new investment opportunities (Q5941431) (← links)
• On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
• Optimal investment with minimum performance constraints (Q5958102) (← links)
• A note on robustness in Merton's model of intertemporal consumption and portfolio choice (Q5958593) (← links)
• Dynamic asset allocation with mean variance preferences and a solvency constraint (Q5958786) (← links)
• Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521) (← links)
• Optimal active lifetime investment (Q6040955) (← links)
• Optimal social welfare policy within financial and life insurance markets (Q6051204) (← links)
• Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
• Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
• An elementary approach to the Merton problem (Q6054379) (← links)
• Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
• Inter‐temporal mutual‐fund management (Q6054428) (← links)
• Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
• Optimal investment with correlated stochastic volatility factors (Q6054456) (← links)
• A terminal condition in linear bond-pricing under symmetry invariance (Q6059353) (← links)
• Optimal retirement savings over the life cycle: a deterministic analysis in closed form (Q6072265) (← links)
• The dynamics of Pareto distributed wealth in a small open economy (Q6074840) (← links)
• Household investment-consumption-insurance policies under the age-dependent risk preferences (Q6076597) (← links)
• On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
• A double obstacle problem in an optimal investment problem (Q6097533) (← links)
• Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
• Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)
• Portfolio selection and job switching with CARA utility (Q6099505) (← links)
• Optimal control of multifactor uncertain system with jumps (Q6106356) (← links)
• Optimal multivariate financial decision making (Q6107002) (← 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)
• On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
• Dynamic spending and portfolio decisions with a soft social norm (Q6111434) (← links)
• Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107) (← links)
• (Q6121721) (← links)
• Analytic approach for models of optimal retirement with disability risk (Q6125929) (← links)
• Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
• Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
• Linear-quadratic-Gaussian mean-field controls of social optima (Q6157099) (← links)
• Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency (Q6158404) (← links)
• Optimal asset allocation for commodity sovereign wealth funds (Q6158414) (← links)
• Equilibrium strategy for a multi-period weighted mean-variance portfolio selection in a Markov regime-switching market with uncertain time-horizon and a stochastic cash flow (Q6161000) (← links)
• The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement (Q6161111) (← links)
• Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
• A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)
• Optimal consumption, investment, and insurance under state-dependent risk aversion (Q6163456) (← links)
• Implicit incentives for fund managers with partial information (Q6166931) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
• Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
• Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)
• Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
• A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes (Q6175370) (← links)