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, consumption and retirement decision with disutility and borrowing constraints (Q4911231) (← links)
• A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (Q4916397) (← links)
• On-line VWAP Trading Strategies (Q4931850) (← links)
• McKean–Vlasov Limit in Portfolio Optimization (Q4932836) (← links)
• Modeling and solving portfolio selection problems based on PVaR (Q4957247) (← links)
• Optimal contribution rate of PAYGO pension (Q4959363) (← links)
• AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
• Optimal Investment in the Development of Oil and Gas Field (Q4965124) (← links)
• Optimal Investment with Transient Price Impact (Q4971979) (← links)
• Dynamic mean–variance portfolio selection in market with jump-diffusion models (Q4981879) (← links)
• Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
• Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
• A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
• Investment decisions when utility depends on wealth and other attributes (Q4991037) (← links)
• <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
• On an investment-consumption model with transaction costs: an asymptotic analysis (Q4994412) (← links)
• Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160) (← links)
• THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076) (← links)
• Optimal investment problem for an open-end fund with dynamic flows (Q5012668) (← links)
• Robust portfolios with commodities and stochastic interest rates (Q5014231) (← links)
• Portfolio choices: comparative statics under both expected return and volatility uncertainty (Q5014234) (← links)
• Bond indifference prices (Q5014252) (← links)
• The Management of Decumulation Risks in a Defined Contribution Pension Plan (Q5018710) (← links)
• Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model (Q5019593) (← links)
• Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
• Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
• Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets (Q5029934) (← links)
• Time-Varying Risk Aversion and Dynamic Portfolio Allocation (Q5030998) (← links)
• Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market (Q5039390) (← links)
• Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
• Merton's Optimal Investment Problem with Jump Signals (Q5045202) (← links)
• Robust portfolio optimization under hybrid CEV and stochastic volatility (Q5053998) (← links)
• Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
• Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
• Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
• Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach (Q5063445) (← links)
• The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072) (← links)
• Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
• Optimal investment problem with complete memory on an infinite time horizon (Q5079067) (← links)
• Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond (Q5079124) (← links)
• On the investment strategies in occupational pension plans (Q5079380) (← links)
• International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
• A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
• A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
• A perturbation approach to optimal investment, liability ratio, and dividend strategies (Q5083407) (← links)
• Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
• Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
• Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
• A Stochastic Control Approach to Defined Contribution Plan Decumulation: <i>“The Nastiest, Hardest Problem in Finance”</i> (Q5090568) (← links)
• The reinforcement learning Kelly strategy (Q5092658) (← links)