Pages that link to "Item:Q1128528"

The following pages link to Optimal consumption choices for a `large' investor (Q1128528):

Displaying 50 items.

• On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• Consumption/investment problem when the investment opportunity set can be enlarged by information gathering (Q433131) (← links)
• On a PDE arising in one-dimensional stochastic control problems (Q607894) (← links)
• Portfolio choice under transitory price impact (Q609848) (← links)
• Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
• Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
• Equilibrium effects of intraday order-splitting benchmarks (Q829334) (← links)
• Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
• Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
• Option pricing with an illiquid underlying asset market (Q956485) (← links)
• Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
• Stochastic growth: a duality approach. (Q1420881) (← links)
• Maximizing the probability of a perfect hedge (Q1578595) (← links)
• Optimal insurance demand under marked point processes shocks. (Q1578607) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
• Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
• Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
• A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
• Stochastic optimization under constraints. (Q1888753) (← links)
• Recursive utility optimization with concave coefficients (Q2001553) (← links)
• Price impact equilibrium with transaction costs and TWAP trading (Q2120598) (← links)
• The impact on market outcomes of the portfolio selection of large equity investors (Q2126200) (← links)
• On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes (Q2133355) (← links)
• Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
• Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints (Q2257654) (← links)
• Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
• Business-cycle pattern of asset returns: a general equilibrium explanation (Q2292039) (← links)
• Kyle equilibrium under random price pressure (Q2331003) (← links)
• Optimal risk-sharing with effort and project choice (Q2370508) (← links)
• Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233) (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
• Learning about latent dynamic trading demand (Q2675363) (← links)
• Price impact in Nash equilibria (Q2697496) (← links)
• Optimal consumption and investment for a large investor: an intensity-based control framework (Q2851560) (← links)
• Option hedging by an influential informed investor (Q2862441) (← links)
• A concise characterization of optimal consumption with logarithmic preferences (Q2862512) (← links)
• Recursive Stochastic<i>H</i>₂/<i>H</i>_<i>∞</i>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913) (← links)
• MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057) (← links)
• EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS (Q3498240) (← links)
• Market Influence of Portfolio Optimizers (Q3502200) (← links)
• Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
• Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
• Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
• Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
• Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment (Q5150069) (← links)
• Conjugate duality in problems of constrained utility maximization (Q5190571) (← links)