Pages that link to "Item:Q3989818"

The following pages link to An Optimal Investment/Consumption Model with Borrowing (Q3989818):

Displaying 38 items.

• An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
• Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
• The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
• A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility (Q844605) (← links)
• Ramsey equilibrium with liberal borrowing (Q898699) (← links)
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
• Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• The dynamics of competitive equilibrium allocations with borrowing constraints (Q1181231) (← links)
• Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
• Computational aspects in applied stochastic control (Q1342439) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• Optimal portfolio policies with borrowing and shortsale constraints (Q1583148) (← links)
• Optimal investment consumption model with a higher interest rate for borrowing (Q1589816) (← links)
• The \textit{CEV} model and its application in a study of optimal investment strategy (Q1718118) (← links)
• A consumption-investment problem with constraints on minimum and maximum consumption rates (Q1743955) (← links)
• Optimal portfolio strategies with a liability and random risk: the case of different lending and borrowing rates. (Q1880472) (← links)
• Numerical schemes for investment models with singular transactions (Q1890892) (← links)
• Multi-asset portfolio selection problem with transaction costs (Q1897670) (← links)
• An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
• A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility (Q2112716) (← links)
• A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
• A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
• Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
• Anticipative portfolio optimization under constraints and a higher interest rate for borrowing (Q4542189) (← links)
• Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
• Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
• Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
• MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
• Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
• Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• Maximum principle for stochastic control of SDEs with measurable drifts (Q6167091) (← links)
• Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)
• The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes (Q6641345) (← links)