Pages that link to "Item:Q1698925"

The following pages link to Optimal investment and consumption when allowing terminal debt (Q1698925):

Displaying 8 items.

• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
• Pandemic portfolio choice (Q2083972) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Mean-variance portfolio selection with non-negative state-dependent risk aversion (Q5014196) (← links)
• Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
• Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
• On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)