Pages that link to "Item:Q4345911"

The following pages link to Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case¹ (Q4345911):

Displaying 46 items.

• A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
• Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
• Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence (Q1186294) (← links)
• A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients (Q1186298) (← links)
• Hedging exotic derivatives through stochastic optimization (Q1274222) (← links)
• Managing a value-preserving portfolio over time (Q1278210) (← links)
• Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
• Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
• Duality and liquidity constraints under uncertainty (Q1350480) (← links)
• Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
• Optimal consumption and equilibrium prices with portfolio constraints and stochastic income (Q1363524) (← links)
• Optimal portfolio policies with borrowing and shortsale constraints (Q1583148) (← links)
• On the irrelevance of financial policy under market incompleteness and trading constraints (Q1667892) (← links)
• Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
• Complete and incomplete markets with short-sale constraints (Q1865175) (← links)
• Optimal portfolios for logarithmic utility. (Q1877521) (← links)
• Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
• Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
• Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
• Unbounded dynamic programming via the Q-transform (Q2138381) (← links)
• Optimal retirement planning under partial information (Q2291758) (← links)
• Consumption in incomplete markets (Q2308177) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Stability of utility-maximization in incomplete markets (Q2464860) (← links)
• OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275) (← links)
• The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
• Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075) (← links)
• Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹ (Q4345879) (← links)
• A Note On Utility Maximization Under Partial Observations¹ (Q4345910) (← links)
• OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS (Q4372020) (← links)
• CONSUMPTION AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT‐SALE CONSTRAINTS IN THE FINITE‐DIMENSIONAL CASE: SOME REMARKS (Q4372025) (← links)
• (Q4524803) (← links)
• On the Existence of Minimax Martingale Measures (Q4548067) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• Optimal payoffs under state-dependent preferences (Q4683070) (← links)
• Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
• Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
• Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
• Optimal claims with fixed payoff structure (Q5245622) (← links)
• OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420) (← links)
• Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
• Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
• On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)