Pages that link to "Item:Q3787900"

The following pages link to Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (Q3787900):

Displaying 50 items.

• Optimal investment and consumption under partial information (Q261540) (← links)
• A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
• Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
• Jump-diffusion international asset allocation (Q300842) (← links)
• Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
• Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
• Forward-backward systems for expected utility maximization (Q401458) (← links)
• Optimal investment, stochastic labor income and retirement (Q426617) (← links)
• Outperforming the market portfolio with a given probability (Q453241) (← links)
• State-dependent utilities and incomplete markets (Q459808) (← links)
• On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
• A dynamic equilibrium model of imperfectly integrated financial markets (Q472216) (← links)
• A note on the existence of the power investor's optimizer (Q483705) (← links)
• Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
• Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
• Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
• Comparison of optimal portfolios with and without subsistence consumption constraints (Q603016) (← links)
• Risk averse asymptotics in a Black--Scholes market on a finite time horizon (Q639356) (← links)
• Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
• Horizon dependence of utility optimizers in incomplete models (Q693036) (← links)
• Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• Further results on asset pricing with incomplete information (Q809856) (← links)
• A variational problem arising in financial economics (Q811312) (← links)
• Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
• Efficient frontier of utility and CVaR (Q836867) (← links)
• Investment and consumption without commitment (Q841650) (← links)
• Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
• A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
• Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
• Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
• Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
• Asymptotic arbitrage and large deviations (Q941014) (← links)
• Monte Carlo computation of optimal portfolios in complete markets (Q951338) (← links)
• Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
• Utility maximization under a shortfall risk constraint (Q952687) (← links)
• The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
• Optimal investment under partial information (Q966433) (← links)
• On equilibrium prices in continuous time (Q972875) (← links)
• Optimal investment strategies with a reallocation constraint (Q992044) (← links)
• Portfolio and consumption decisions with the consumption habit constraints (Q1000046) (← links)
• Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
• Consumption processes and positively homogeneous projection properties (Q1003347) (← links)
• The asset allocation puzzle is still a puzzle (Q1017031) (← links)
• Optimal portfolio, consumption and retirement decision under a preference change (Q1022955) (← links)