Pages that link to "Item:Q4372020"
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The following pages link to OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS (Q4372020):
Displaying 13 items.
- Optimal investment-consumption problem with constraint (Q380510) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Synthetic replication of American contingent claims when portfolios are constrained (Q1890718) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- Optimal consumption and portfolio selection with lower and upper bounds on consumption (Q2116155) (← links)
- OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969) (← links)
- Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup> (Q4345911) (← links)
- (Q4524803) (← links)
- (Q4675662) (← links)
- Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints (Q5745553) (← links)
- Consumption and investment under constraints (Q5894595) (← links)
- Consumption and investment under constraints (Q5906560) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)