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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging in incomplete markets with HARA utility
@@ Property / cites work: Hedging in incomplete markets with HARA utility / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal hedging and equilibrium in a dynamic futures market
+Normal rank
@@ Property / cites work @@
+Optimal Investment With Undiversifiable Income Risk
+Normal rank
@@ Property / cites work @@
+Explicit solutions to an optimal portfolio choice problem with stochastic income
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence
+Normal rank
@@ Property / cites work @@
+Hedging American contingent claims with constrained portfolios
+Normal rank
@@ Property / cites work @@
+Utility Maximization with Discretionary Stopping
@@ Property / cites work: Utility Maximization with Discretionary Stopping / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption models with non-linear stock dynamics
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s021902490600386x
+Normal rank
@@ Property / OpenAlex ID @@
+W2115629858
@@ Property / OpenAlex ID: W2115629858 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5487835