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.

• The role of longevity bonds in optimal portfolios (Q939371) (← links)
• Following the rules: integrating asset allocation and annuitization in retirement portfolios (Q939381) (← links)
• Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
• Asymptotic arbitrage and large deviations (Q941014) (← links)
• Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
• Understanding saving and portfolio choices with predictable changes in assets returns (Q949649) (← links)
• Monte Carlo computation of optimal portfolios in complete markets (Q951338) (← links)
• Retirement saving with contribution payments and labor income as a benchmark for investments (Q951345) (← links)
• Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
• Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
• Military spending and stochastic growth (Q951446) (← links)
• Asset returns in an endogenous growth model with incomplete markets (Q951498) (← links)
• Intertemporal surplus management (Q951511) (← links)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
• Optimal consumption-portfolio choices and retirement planning (Q951521) (← links)
• Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
• Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
• Utility maximization under a shortfall risk constraint (Q952687) (← links)
• Optimal portfolios under a value-at-risk constraint (Q953643) (← links)
• Strategic asset allocation in a continuous-time VAR model (Q953710) (← links)
• Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
• Optimal portfolio management with American capital guarantee (Q953755) (← links)
• Dynamic trading policies with price impact (Q953780) (← links)
• Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
• The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
• Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
• Equilibrium consumption and precautionary savings in a stochastically growing economy (Q956502) (← links)
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
• Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
• Optimal investment for a pension fund under inflation risk (Q966427) (← links)
• Stability analysis of fuzzy linear differential equations (Q975383) (← links)
• Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
• Optimal risk management in defined benefit stochastic pension funds (Q977156) (← links)
• Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
• A note on the integrability of the classical portfolio selection model (Q988735) (← links)
• On using shadow prices in portfolio optimization with transaction costs (Q990383) (← links)
• An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes (Q990425) (← links)
• On the theory of sterilized foreign exchange intervention (Q991397) (← links)
• Optimal investment strategies with a reallocation constraint (Q992044) (← links)
• Applying simulation optimization to the asset allocation of a property-casualty insurer (Q992636) (← links)
• Representing risk preferences in expected utility based decision models (Q993718) (← links)
• Stochastic pension fund control in the presence of Poisson jumps (Q995505) (← links)
• Utility maximization with convex constraints and partial information (Q996765) (← links)
• Management of a pension fund under mortality and financial risks (Q997092) (← links)
• Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
• Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
• Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
• Consumption processes and positively homogeneous projection properties (Q1003347) (← links)
• Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
• Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)