The optimal investment problem with inflation and liquidity risk (Q6079953): Difference between revisions

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+https://doi.org/10.1016/j.cam.2023.115580
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+W4386914094
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+Optimal investment, stochastic labor income and retirement
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+OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
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+Optimal liquidation under stochastic liquidity
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+Optimal trade execution in order books with stochastic liquidity
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+Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
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+A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES
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+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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+An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: dynamic programming approaches
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+Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion
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+Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence
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+Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
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+Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model
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+THE EFFECT OF INFLATION RISK AND SUBSISTENCE CONSTRAINTS ON PORTFOLIO CHOICE
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+Applied stochastic control of jump diffusions
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+Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market
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