Pages that link to "Item:Q1186294"

The following pages link to Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence (Q1186294):

Displaying 22 items.

• Continuum modeling and control of large nonuniform wireless networks via nonlinear partial differential equations (Q369824) (← links)
• Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
• Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535) (← links)
• Portfolio optimization models on infinite-time horizon (Q819340) (← links)
• Dividends in the theory of derivative securities pricing (Q878400) (← links)
• Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
• Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands (Q953753) (← links)
• Hedging in incomplete markets with HARA utility (Q1391763) (← links)
• Infinite horizon CAPM equilibrium (Q1969022) (← links)
• Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
• Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
• Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
• The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (Q2111246) (← links)
• Minimizing the probability of absolute ruin under ambiguity aversion (Q2234291) (← links)
• On retirement time decision making (Q2234755) (← links)
• Optimal retirement planning under partial information (Q2291758) (← links)
• Dynamic agency with persistent observable shocks (Q2399679) (← links)
• Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177) (← links)
• AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
• A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)