Consumption and investment under constraints (Q5894595): Difference between revisions

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+Synthetic replication of American contingent claims when portfolios are constrained
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+Consumption, Liquidity Constraints and Asset Accumulation in the Presence of Random Income Fluctuations
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+Convex duality in constrained portfolio optimization
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+Hedging contingent claims with constrained portfolios
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+Q3702408
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+Convex programming in Hilbert space
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy
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+Liquidity Considerations in the Theory of Consumption
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+Q3996259
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+A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients
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