Pages that link to "Item:Q140187"
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The following pages link to Optimum consumption and portfolio rules in a continuous-time model (Q140187):
Displaying 50 items.
- (Q5096566) (← links)
- Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality (Q5097173) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Optimal asset allocation with restrictions on liquidity (Q5097432) (← links)
- Optimal Dynamic Momentum Strategies (Q5106353) (← links)
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
- Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453) (← links)
- Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- m-Double Poisson Lévy markets (Q5139259) (← links)
- Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment (Q5150069) (← links)
- OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK (Q5157844) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES (Q5213442) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
- Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation (Q5221327) (← links)
- (Q5230874) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) (← links)
- Analytical solutions of optimal portfolio rebalancing (Q5234320) (← links)
- Optimal investment and consumption under a continuous-time cointegration model with exponential utility (Q5234345) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- On the multi-dimensional portfolio optimization with stochastic volatility (Q5236140) (← links)
- (Q5239777) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market (Q5244295) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
- Portfolio choice with indivisible and illiquid housing assets: the case of Spain (Q5247288) (← links)
- OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor (Q5250044) (← links)
- filtering for stochastic systems driven by Poisson processes (Q5265883) (← links)
- Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
- Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
- THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS (Q5283400) (← links)
- OPTIMAL TIMING OF THE ANNUITY PURCHASE: COMBINED STOCHASTIC CONTROL AND OPTIMAL STOPPING PROBLEM (Q5291317) (← links)
- PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060) (← links)
- A Mathematical Analysis of Technical Analysis (Q5378529) (← links)
- The Theory of Optimal Stochastic Control as Applied to Insurance Underwriting Cycles (Q5379197) (← links)
- (Q5389732) (← links)
- Utility maximization in an illiquid market (Q5410805) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)
- Optimal rebalancing of portfolios with transaction costs (Q5411910) (← links)
