Pages that link to "Item:Q2355306"
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The following pages link to Inconsistent investment and consumption problems (Q2355306):
Displaying 34 items.
- Risk averse asymptotics in a Black--Scholes market on a finite time horizon (Q639356) (← links)
- Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- Expected utility approximation and portfolio optimisation (Q784451) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Investment and consumption without commitment (Q841650) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
- Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
- Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion (Q1792974) (← links)
- Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
- Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
- Do time preferences matter in intertemporal consumption and portfolio decisions? (Q2099002) (← links)
- Reinsurance-investment game between two mean-variance insurers under model uncertainty (Q2196065) (← links)
- Nonrecursive separation of risk and time preferences (Q2201707) (← links)
- A regular equilibrium solves the extended HJB system (Q2294352) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
- On time-inconsistent stopping problems and mixed strategy stopping times (Q2309591) (← links)
- H-J-B equations of optimal consumption-investment and verification theorems (Q2348617) (← links)
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
- Optimal Investment With Undiversifiable Income Risk (Q4372005) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
- Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689) (← links)
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION (Q5157845) (← links)
- Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market (Q5277964) (← links)
- An elementary approach to the Merton problem (Q6054379) (← links)
- A hybrid reinsurance-investment game with delay and asymmetric information (Q6126033) (← links)
- Optimal reinsurance-investment problem for two competitive or cooperative insurers under two investment patterns (Q6541127) (← links)
- Robust reinsurance and investment strategies under principal-agent framework (Q6549619) (← links)