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.

• New approach to stochastic optimal control (Q2465462) (← links)
• Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
• Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
• FBSDE approach to utility portfolio selection in a market with random parameters (Q2479338) (← links)
• Interest rate options valuation under incomplete information (Q2480219) (← links)
• Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
• Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
• Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
• Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets (Q2486634) (← links)
• Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
• Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics (Q2497643) (← links)
• Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
• Optimal insurance in a continuous-time model (Q2507608) (← links)
• Optimal investment decisions with a liability: the case of defined benefit pension plans (Q2507610) (← links)
• The policyholder's static and dynamic decision making of life insurance and pension payments (Q2511471) (← links)
• Archimedean copulas derived from utility functions (Q2514623) (← links)
• Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
• A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
• Robust worst-case optimal investment (Q2516638) (← links)
• Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
• The design of equity-indexed annuities (Q2518533) (← links)
• Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
• Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model (Q2518552) (← links)
• Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
• Asset allocation strategies in the presence of liability constraints (Q2520460) (← links)
• Utility maximization in incomplete markets (Q2572389) (← links)
• A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
• Power utility maximization in an exponential Lévy model without a risk-free asset (Q2577655) (← links)
• Optimization problem for a portfolio with an illiquid asset: Lie group analysis (Q2627916) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk (Q2629730) (← links)
• Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
• Consumption and investment with interest rate risk (Q2633849) (← links)
• Intertemporal asset allocation when the underlying factors are unobservable (Q2642603) (← links)
• Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
• Life-cycle asset allocation with annuity markets (Q2654416) (← links)
• Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
• Annuitization and asset allocation with borrowing constraint (Q2661518) (← links)
• Factor investing for the long run (Q2661656) (← links)
• Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
• A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices (Q2661755) (← links)
• Homotopy analysis method for portfolio optimization problem under the 3/2 model (Q2661941) (← links)
• Demand for non-life insurance under habit formation (Q2665839) (← links)
• Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods (Q2665843) (← links)
• Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
• Relative performance evaluation for dynamic contracts in a large competitive market (Q2672102) (← links)
• Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
• A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
• Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)