Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429): Difference between revisions

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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Q4794153
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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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+Hedging in incomplete markets with HARA utility
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+Changes in Background Risk and Risk Taking Behavior
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+Risk Vulnerability and the Tempering Effect of Background Risk
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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+Q3994411
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Standard Risk Aversion
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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 consumption/investment policies with undiversifiable income risk and liquidity constraints
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+Optimal Hedging and Valuation of Nontraded Assets
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+Optimal investment and consumption models with non-linear stock dynamics
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+A solution approach to valuation with unhedgeable risks
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