Pages that link to "Item:Q1124508"

The following pages link to Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508):

Displaying 50 items.

• A note on the integrability of the classical portfolio selection model (Q988735) (← links)
• Optimal investment strategies with a reallocation constraint (Q992044) (← links)
• Applying simulation optimization to the asset allocation of a property-casualty insurer (Q992636) (← links)
• Management of a pension fund under mortality and financial risks (Q997092) (← links)
• Portfolio and consumption decisions with the consumption habit constraints (Q1000046) (← links)
• Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
• Consumption processes and positively homogeneous projection properties (Q1003347) (← links)
• The asset allocation puzzle is still a puzzle (Q1017031) (← links)
• Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy (Q1017062) (← links)
• Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation (Q1020548) (← links)
• Optimal portfolio, consumption and retirement decision under a preference change (Q1022955) (← links)
• Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
• Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
• Optimal consumption and investment under partial information (Q1029540) (← links)
• Optimal consumption choice with intolerance for declining standard of living (Q1030171) (← links)
• Optimal portfolios: new variations of an old theme (Q1031945) (← links)
• Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
• Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
• Investor heterogeneity, asset pricing and volatility dynamics (Q1042361) (← links)
• A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
• Optimal consumption choices for a `large' investor (Q1128528) (← links)
• Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669) (← links)
• Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence (Q1186294) (← links)
• Optimal consumption and portfolio rules with intertemporally dependent utility of consumption (Q1200323) (← links)
• Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
• Optimal spreading when spreading is optimal (Q1274857) (← links)
• Managing a value-preserving portfolio over time (Q1278210) (← links)
• On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
• Optimal bank portfolio choice under fixed-rate deposit insurance (Q1313161) (← links)
• Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
• Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
• Consumption-portfolio policies: an inverse optimal problem (Q1327364) (← links)
• Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
• Equilibrium asset prices and exchange rates (Q1349762) (← links)
• Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
• Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
• Optimal consumption-wealth relationships derived by consumer intertemporal profit maximisation (Q1351244) (← links)
• Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
• Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
• Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
• Risk aversion and allocation to long-term bonds. (Q1414618) (← links)
• Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
• A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
• Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115) (← links)
• Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
• Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)