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.

• Optimal investment with deferred capital gains taxes (Q2379189) (← links)
• Robust multiperiod portfolio management in the presence of transaction costs (Q2384579) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
• Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (Q2391929) (← links)
• Optimal consumption and investment strategies with partial and private information in a multi-asset setting (Q2392018) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
• Smooth investment (Q2397785) (← links)
• Intergenerational risk sharing in closing pension funds (Q2397850) (← links)
• Optimal asset-liability management for an insurer under Markov regime switching jump-diffusion market (Q2398579) (← links)
• Greater parametric downside risk aversion (Q2399683) (← links)
• An optimal consumption and investment problem with quadratic utility and negative wealth constraints (Q2400765) (← links)
• A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
• Growth effects of annuities and government transfers in perpetual youth models (Q2402810) (← links)
• Consumption habits and humps (Q2403450) (← links)
• Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735) (← links)
• Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
• Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
• Optimal pension decision under heterogeneous health statuses and bequest motives (Q2411153) (← links)
• Modern tontine with bequest: innovation in pooled annuity products (Q2415976) (← links)
• An optimal consumption and investment problem with stochastic hyperbolic discounting (Q2419998) (← links)
• Borrowing constraints, effective flexibility in labor supply, and portfolio selection (Q2422167) (← links)
• Increasing risk aversion and life-cycle investing (Q2422172) (← links)
• Mean-variance portfolio and contribution selection in stochastic pension funding (Q2426564) (← links)
• Risky asset allocation and consumption rule in the presence of background risk and insurance markets (Q2427821) (← links)
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
• The Markov consumption problem (Q2427839) (← links)
• Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357) (← links)
• A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
• A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)
• Optimal insurance in a changing economy (Q2438339) (← links)
• Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
• Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• On existence of moment of mean reversion estimator in linear diffusion models (Q2442383) (← links)
• A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517) (← links)
• Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525) (← links)
• Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
• Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase (Q2442543) (← links)
• Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679) (← links)
• Optimal retirement consumption with a stochastic force of mortality (Q2445342) (← links)
• Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution (Q2445343) (← links)
• Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
• Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach (Q2446009) (← links)
• Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting (Q2452217) (← links)
• Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
• Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Horizon-unbiased utility functions (Q2464859) (← links)
• Stability of utility-maximization in incomplete markets (Q2464860) (← links)