Pages that link to "Item:Q2312400"
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The following pages link to Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400):
Displaying 15 items.
- A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility (Q844605) (← links)
- Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- Horizon-unbiased investment with ambiguity (Q2191465) (← links)
- (Q4459807) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- A Risk-Sharing Framework of Bilateral Contracts (Q5112729) (← links)
- Binary funding impacts in derivative valuation (Q6054135) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Markov decision processes under model uncertainty (Q6146671) (← links)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints (Q6556766) (← links)
