Pages that link to "Item:Q5215987"
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The following pages link to Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987):
Displaying 5 items.
- Distribution of bankruptcy time in a consumption/portfolio problem (Q1350685) (← links)
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Optimal Retirement Under Partial Information (Q5868936) (← links)
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints (Q6556766) (← links)