Pages that link to "Item:Q2798177"
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The following pages link to Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177):
Displaying 12 items.
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints (Q346618) (← links)
- Portfolio decision with a quadratic utility and inflation risk (Q1716081) (← links)
- Portfolio selection with subsistence consumption constraints and CARA utility (Q1717770) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- Optimal consumption/investment and retirement with necessities and luxuries (Q2067260) (← links)
- Optimal consumption and portfolio selection with lower and upper bounds on consumption (Q2116155) (← links)
- Maximizing expected exponential utility of consumption with a constraint on expected time in poverty (Q2174172) (← links)
- Minimizing a stochastic convex function subject to stochastic constraints and some applications (Q2229571) (← links)
- Ratcheting with a bliss level of consumption (Q2329672) (← links)
- An optimal consumption and investment problem with quadratic utility and negative wealth constraints (Q2400765) (← links)
- AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
- Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
