Pages that link to "Item:Q5605639"

The following pages link to Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions (Q5605639):

Displaying 45 items.

• Optimum consumption and portfolio rules in a continuous-time model (Q140187) (← links)
• Incomplete market dynamics and cross-sectional distributions (Q472201) (← links)
• Evolutionary stability of portfolio rules in incomplete markets (Q556401) (← links)
• Optimal growth and uncertainty: The borrowing models (Q594754) (← links)
• A note on constant proportion trading strategies (Q635503) (← links)
• Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956) (← links)
• Temporal risk and the nature of induced preferences (Q792197) (← links)
• Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
• Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
• Production, interest, and saving in deterministic economies with additive endowments (Q852320) (← links)
• The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM (Q855321) (← links)
• On the dynamics of asset prices and portfolios in a multiperiod CAPM (Q943164) (← links)
• Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
• Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (Q1039733) (← links)
• Stochastic dominance, efficiency and separation in financial markets (Q1056657) (← links)
• Capital deepening and impatience equivalence in stochastic aggregative growth models (Q1099047) (← links)
• Sensitivity analysis of optimal growth plans with exogenous capital stocks (Q1115335) (← links)
• Capital accumulation and the optimization of renewable resource models (Q1158335) (← links)
• Capital accumulation in a stochastic decentralized economy (Q1169391) (← links)
• Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669) (← links)
• Information processing in a three-actions dynamic decision model (Q1205685) (← links)
• An income fluctuation problem (Q1236057) (← links)
• Portfolio selection with transactions costs (Q1239674) (← links)
• Complete monotonicity, background risk, and risk aversion (Q1277481) (← links)
• A two-stage approach to multi-period allocation of savings among investment plans (Q1313159) (← links)
• Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
• A market utility approach to investment valuation (Q1330573) (← links)
• Theory of dynamic portfolio for survival under uncertainty (Q1377484) (← links)
• Are inefficient entrepreneurs driven out of the market? (Q1427491) (← links)
• On dynamic investment strategies (Q1583162) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Risk preference and indirect utility in portfolio-choice problems (Q1815632) (← links)
• Optimal portfolios for logarithmic utility. (Q1877521) (← links)
• Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
• On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
• Dynamic optimization models in finance: some extensions to the framework, models, and computation (Q2438425) (← links)
• Tax-Aware Dynamic Asset Allocation (Q2830762) (← links)
• Performance measurement of pension strategies: a case study of Danish life cycle products (Q2866309) (← links)
• Performance measurement of pension strategies: a case study of Danish life-cycle products (Q2868596) (← links)
• The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
• Optimal strategies in a game of economic survival (Q3328320) (← links)
• Time to wealth goals in capital accumulation (Q3375375) (← links)
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
• Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics (Q4691925) (← links)
• Optimal retirement savings over the life cycle: a deterministic analysis in closed form (Q6072265) (← links)