Pages that link to "Item:Q474344"
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The following pages link to Optimal investment and consumption decisions under the constant elasticity of variance model (Q474344):
Displaying 12 items.
- Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
- Optimal consumption and investment under time-varying relative risk aversion (Q633319) (← links)
- Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
- Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
- Determining equivalent administrative charges for defined contribution pension plans under CEV model (Q1721206) (← links)
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
- Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
- Elasticity approach to asset allocation in discrete time (Q3119602) (← links)
- Optimal investment strategies for general utilities under dynamic elasticity of variance models (Q4554502) (← links)
- Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living (Q4840275) (← links)
- Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
