Pages that link to "Item:Q1391763"

The following pages link to Hedging in incomplete markets with HARA utility (Q1391763):

Displaying 22 items.

• Optimal investment, stochastic labor income and retirement (Q426617) (← 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)
• ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923) (← links)
• Singular control with state constraints on unbounded domain (Q858986) (← 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)
• Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice (Q953662) (← links)
• Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
• Optimal investment strategies with a reallocation constraint (Q992044) (← links)
• Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
• Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
• A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
• On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
• Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION (Q5488982) (← links)
• Backward SDEs for control with partial information (Q5743122) (← links)
• Young, timid, and risk takers (Q6054383) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)