A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835): Difference between revisions

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+Hedging in incomplete markets with HARA utility
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+Normal rank
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+Optimal hedging and equilibrium in a dynamic futures market
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+Optimal Investment With Undiversifiable Income Risk
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+Explicit solutions to an optimal portfolio choice problem with stochastic income
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+Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence
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+Hedging American contingent claims with constrained portfolios
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+Utility Maximization with Discretionary Stopping
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+Normal rank
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+Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimal investment and consumption models with non-linear stock dynamics
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