Pages that link to "Item:Q3173989"
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The following pages link to OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS (Q3173989):
Displayed 24 items.
- Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- Measures and integrals in conditional set theory (Q1711095) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
- Optimal sharing rule for a household with a portfolio management problem (Q2334838) (← links)
- Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff (Q2514608) (← links)
- Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
- Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
- Mean field portfolio games with consumption (Q2690072) (← links)
- Conditional Analysis on $$\mathbb {R}^d$$ (Q2805757) (← links)
- Optimization problem under change of regime of interest rate (Q2816571) (← links)
- Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
- Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions (Q4994992) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- The algebra of conditional sets and the concepts of conditional topology and compactness (Q5962573) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
- Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
- Subgame-perfect equilibrium strategies for time-inconsistent recursive stochastic control problems (Q6112488) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)