Optimal investment and consumption with labor income in incomplete markets (Q2192739): Difference between revisions

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+Convex duality for stochastic singular control problems
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+Convexity and Optimization in Banach Spaces
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+Normal rank
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+Q4938954
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+Normal rank
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+A super-replication theorem in Kabanov's model of transaction costs
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+A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
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+Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
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+Utility maximization in incomplete markets with random endowment
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+Strong supermartingales and limits of nonnegative martingales
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+A general version of the fundamental theorem of asset pricing
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+The Banach space of workable contingent claims in arbitrage theory
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+Q3957683
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+Hedging in incomplete markets with HARA utility
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+Optimal Investment With Undiversifiable Income Risk
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+Q4085497
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+Normal rank
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+Optimization of consumption with labor income
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+Normal rank
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+Optional decompositions under constraints
@@ Property / cites work: Optional decompositions under constraints / rank @@
+Normal rank
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+Labor income, borrowing constraints, and equilibrium asset prices
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+Optimal investment with random endowments in incomplete markets.
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+ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
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+Q4778955
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+Normal rank
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+Optimization Problems in the Theory of Continuous Trading
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+The numéraire portfolio in semimartingale financial models
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+Optimal consumption from investment and random endowment in incomplete semimartingale markets.
+Normal rank
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+On the closure in the emery topology of semimartingale wealth-process sets
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+Asymptotic arbitrage with small transaction costs
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+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
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+The structure of optimal consumption streams in general incomplete markets
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+Convex duality for Epstein–Zin stochastic differential utility
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+Stochastic optimization under constraints.
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+Normal rank
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+Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
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+OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT
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+Q4435813
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+On utility maximization without passing by the dual problem
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+On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes
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+Utility maximization with addictive consumption habit formation in incomplete semimartingale markets
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+Utility maximization with a stochastic clock and an unbounded random endowment
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+W3033857830
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