Pages that link to "Item:Q4286618"

The following pages link to Consumption-Investment Models with Constraints (Q4286618):

Displaying 50 items.

• Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
• An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
• Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
• Less is more: increasing retirement gains by using an upside terminal wealth constraint (Q495482) (← links)
• An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
• Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement (Q824656) (← links)
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
• Optimal investment strategies with a reallocation constraint (Q992044) (← links)
• Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• Hedging in incomplete markets with HARA utility (Q1391763) (← links)
• Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
• Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
• A consumption-investment problem with constraints on minimum and maximum consumption rates (Q1743955) (← links)
• A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
• Numerical schemes for investment models with singular transactions (Q1890892) (← links)
• Robust portfolio selection for individuals: minimizing the probability of lifetime ruin (Q2031384) (← links)
• Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
• A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
• Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
• A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
• Portfolio optimization under Solvency II (Q2288904) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Bubbles in assets with finite life (Q2312401) (← links)
• Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
• Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
• An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach (Q2348495) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
• Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
• Consumption and investment with interest rate risk (Q2633849) (← links)
• Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
• A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
• A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem (Q2874280) (← links)
• Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
• Optimum Constrained Portfolio Rules in a Diffusion Market (Q3424319) (← links)
• Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
• Anticipative portfolio optimization under constraints and a higher interest rate for borrowing (Q4542189) (← links)
• Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
• Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
• OPTIMAL EXPLOITATION OF RENEWABLE RESOURCES BY THE VISCOSITY SOLUTION METHOD (Q4797319) (← links)
• On consumption/investment problems with long-term time-average utilities (Q4950735) (← links)
• Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)