Pages that link to "Item:Q3040870"

The following pages link to Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy (Q3040870):

Displaying 17 items.

• On investment consumption modeling with jump process extensions for productive sectors (Q262002) (← links)
• Dynamic firm behavior within an uncertain environment (Q751961) (← links)
• Stochastic control theory and operational research (Q1058450) (← links)
• Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
• Linear models of economic survival under production uncertainty (Q1338120) (← links)
• Theory of dynamic portfolio for survival under uncertainty (Q1377484) (← links)
• Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
• A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
• Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
• Maximizing expected exponential utility of consumption with a constraint on expected time in poverty (Q2174172) (← links)
• Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics (Q2247925) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
• A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
• Consumption and investment under constraints (Q5894595) (← links)
• Consumption and investment under constraints (Q5906560) (← links)
• An elementary approach to the Merton problem (Q6054379) (← links)