Pages that link to "Item:Q659160"
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The following pages link to Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160):
Displaying 13 items.
- Comparison of optimal portfolios with and without subsistence consumption constraints (Q603016) (← links)
- Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
- Portfolio and consumption decisions with the consumption habit constraints (Q1000046) (← 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)
- Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← 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)
- Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062) (← 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)
- The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility (Q3166330) (← links)
- AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
