Pages that link to "Item:Q5488976"
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The following pages link to PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS (Q5488976):
Displaying 41 items.
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints (Q346618) (← links)
- Construction of a portfolio with shorter downside tail and longer upside tail (Q535300) (← links)
- Comparison of optimal portfolios with and without subsistence consumption constraints (Q603016) (← links)
- Optimal consumption and investment under time-varying relative risk aversion (Q633319) (← links)
- Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160) (← links)
- Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement (Q824656) (← links)
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility (Q1622129) (← links)
- Portfolio selection with subsistence consumption constraints and CARA utility (Q1717770) (← links)
- Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
- Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617) (← links)
- Optimal consumption and portfolio selection with lower and upper bounds on consumption (Q2116155) (← links)
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- Minimizing a stochastic convex function subject to stochastic constraints and some applications (Q2229571) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach (Q2348495) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062) (← links)
- Optimal investment with deferred capital gains taxes (Q2379189) (← links)
- Increasing risk aversion and life-cycle investing (Q2422172) (← links)
- Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
- Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177) (← links)
- Optimal portfolio selection strategies under some constraints (Q3054702) (← links)
- (Q3388387) (← links)
- Utility Maximization Under Bounded Expected Loss (Q3396371) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
- Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- Drawdown beta and portfolio optimization (Q5092643) (← links)
- Portfolio Optimization with Combinatorial and Downside Return Constraints (Q5172956) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- Optimal portfolio policies under bounded expected loss and partial information (Q5962146) (← links)
- Household investment-consumption-insurance policies under the age-dependent risk preferences (Q6076597) (← links)
- Optimal consumption, investment, and insurance under state-dependent risk aversion (Q6163456) (← links)
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints (Q6556766) (← links)
- Precommitted strategies with initial-time and intermediate-time value-at-risk constraints (Q6636814) (← links)