Pages that link to "Item:Q1200324"

The following pages link to Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324):

Displaying 19 items.

• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement (Q824656) (← links)
• Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
• Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915) (← links)
• Distribution of bankruptcy time in a consumption/portfolio problem (Q1350685) (← links)
• Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
• Stochastic continuous time growth models that allow for closed form solutions (Q1654174) (← links)
• Optimal dynamic tax evasion (Q1994146) (← links)
• Dynamic asset allocation when bequests are luxury goods (Q1994300) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062) (← links)
• Increasing risk aversion and life-cycle investing (Q2422172) (← links)
• Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (Q2490244) (← links)
• Purchasing term life insurance to reach a bequest goal while consuming (Q2808184) (← links)
• Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
• Optimal proportional reinsurance policies for diffusion models (Q4235023) (← links)
• Effects of a government subsidy and labor flexibility on portfolio selection and retirement (Q5014230) (← links)
• Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
• Consumption and investment under constraints (Q5906560) (← links)