Pages that link to "Item:Q1363524"

The following pages link to Optimal consumption and equilibrium prices with portfolio constraints and stochastic income (Q1363524):

Displaying 50 items.

• Less is more: increasing retirement gains by using an upside terminal wealth constraint (Q495482) (← links)
• Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
• Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
• Optimal portfolio and consumption decisions in a stochastic environment with precommitment (Q673797) (← links)
• Rational asset pricing bubbles and portfolio constraints (Q694734) (← links)
• Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
• Dividends in the theory of derivative securities pricing (Q878400) (← links)
• The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
• A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
• Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
• Optimal consumption choices for a `large' investor (Q1128528) (← links)
• On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
• Consumption choice and asset pricing with a non-price-taking agent (Q1374884) (← links)
• Hedging in incomplete markets with HARA utility (Q1391763) (← links)
• An economic premium principle in a multiperiod economy. (Q1413269) (← links)
• Impact of divergent consumer confidence on option prices (Q1417891) (← links)
• Stochastic growth: a duality approach. (Q1420881) (← links)
• Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
• Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
• Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (Q1575404) (← links)
• Risk management with multiple VaR constraints (Q1616838) (← links)
• Optimal asset allocation with fixed-term securities (Q1656778) (← links)
• On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
• Hedging long-term forwards with short-term futures: a two-regime approach (Q1774550) (← links)
• Real options with constant relative risk aversion (Q1853198) (← links)
• Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
• Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
• A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
• Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
• Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
• Stochastic optimization under constraints. (Q1888753) (← links)
• On utility maximization under convex portfolio constraints (Q1948700) (← links)
• Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
• Optimal consumption under uncertainty, liquidity constraints, and bounded rationality (Q1994382) (← links)
• Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
• On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes (Q2133355) (← links)
• Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
• Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
• Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
• Optimal job switching and retirement decision (Q2700416) (← links)
• Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177) (← links)
• OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275) (← links)
• GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
• OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969) (← links)
• EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS (Q3498240) (← links)