Pages that link to "Item:Q2485813"
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The following pages link to Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813):
Displaying 15 items.
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
- Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time (Q1392150) (← links)
- Consumption-portfolio choice with preferences for cash (Q1734595) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- Nonrecursive separation of risk and time preferences (Q2201707) (← links)
- Forward dynamic utility functions: a new model and new results (Q2253402) (← links)
- A maximum principle for general backward stochastic differential equation (Q2400066) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- Moving costs, nondurable consumption and portfolio choice (Q2653924) (← links)
- Linked recursive preferences and optimality (Q2788691) (← links)
- OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND (Q3503126) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- Life insurance decisions under recursive utility (Q5743528) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
