Pages that link to "Item:Q459181"
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The following pages link to Investment-consumption with regime-switching discount rates (Q459181):
Displaying 16 items.
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- A generalization of Ramsey rule on discount rate with regime switching (Q1787723) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Stochastic production planning with regime switching (Q2097462) (← links)
- Nonrecursive separation of risk and time preferences (Q2201707) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Optimal investment and consumption when regime transitions cause price shocks (Q2447410) (← links)
- Optimal investment-consumption strategy in a discrete-time model with regime switching (Q2467050) (← links)
- Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time (Q5000641) (← links)
- A Stochastic production planning problem (Q5042643) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)
