Pages that link to "Item:Q4507457"

The following pages link to Utility Maximization with Discretionary Stopping (Q4507457):

Displaying 50 items.

• Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
• Optimal investment, stochastic labor income and retirement (Q426617) (← links)
• Optimal investment, consumption-leisure, insurance and retirement choice (Q470684) (← links)
• Comparison of optimal portfolios with and without subsistence consumption constraints (Q603016) (← links)
• Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
• How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
• Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
• Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
• An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
• Lifetime consumption and investment: retirement and constrained borrowing (Q972864) (← links)
• Optimal portfolio, consumption and retirement decision under a preference change (Q1022955) (← links)
• Discrete analysis of portfolio selection with optimal stopping time (Q1040037) (← links)
• An optimal job, consumption/leisure, and investment policy (Q1667208) (← links)
• Possibilistic individual multi-period consumption-investment models (Q1677108) (← links)
• A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints (Q1684774) (← links)
• Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
• Finite-horizon optimal consumption and investment problem with a preference change (Q1728053) (← links)
• A leavable bounded-velocity stochastic control problem. (Q1766070) (← links)
• Multi-period mean-variance portfolio selection with uncertain time horizon when returns are serially correlated (Q1954547) (← links)
• The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
• Optimal retirement in a general market environment (Q2045148) (← links)
• Optimal consumption/investment and retirement with necessities and luxuries (Q2067260) (← links)
• A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
• Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
• Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
• Verification theorems for models of optimal consumption and investment with annuitization (Q2173169) (← links)
• Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
• Optimal retirement with borrowing constraints and forced unemployment risk (Q2212137) (← links)
• On shortfall risk minimization for game options (Q2240070) (← links)
• Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
• Optimal investment, consumption and timing of annuity purchase under a preference change (Q2338709) (← links)
• Optimal acquisition of a partially hedgeable house (Q2342736) (← links)
• Optimal investment with stopping in finite horizon (Q2405721) (← links)
• A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
• Borrowing constraints, effective flexibility in labor supply, and portfolio selection (Q2422167) (← links)
• The stochastic goodwill problem (Q2432911) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• Horizon-unbiased utility functions (Q2464859) (← links)
• Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
• Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
• Dynamic asset allocation with consumption ratcheting post retirement (Q2657292) (← links)
• Optimal consumption, leisure and job choice under inflationary environment (Q2687681) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Optimal job switching and retirement decision (Q2700416) (← links)
• Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
• Time-randomized stopping problems for a family of utility functions (Q2810982) (← links)
• Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
• On a variational inequality associated with a stopping game combined with a control (Q3148776) (← links)
• Variational Inequalities for Combined Control and Stopping Game (Q3423716) (← links)