Pages that link to "Item:Q5289301"
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The following pages link to Optimal Consumption and Portfolio Rules with Durability and Local Substitution (Q5289301):
Displaying 30 items.
- Entrance times of random walks: with applications to pension fund modeling (Q282259) (← links)
- Ratchet consumption over finite and infinite planning horizons (Q462862) (← links)
- Numerical analysis of a free-boundary singular control problem in financial economics (Q673248) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
- On equilibrium prices in continuous time (Q972875) (← links)
- On intertemporal preferences in continuous time. The case of certainty (Q1196127) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales (Q1367868) (← links)
- Increasing marginal impatience and intertemporal substitution (Q1601959) (← links)
- Optimal consumption of a divisible durable good (Q1606182) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
- Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- Optimal portfolio choice and consistent performance (Q2343112) (← links)
- Investing for retirement through a with-profits pension scheme: a client's perspective (Q3077748) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS (Q3523596) (← links)
- State-Dependent Utility (Q3621147) (← links)
- A singular stochastic control problem in an unbounded domain (Q4313779) (← links)
- On Merton’s Problem for Life Insurers (Q4661693) (← links)
- A class of solvable singular stochastic control problems (Q4700350) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)
- Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution (Q5957680) (← links)
