Optimal investment and consumption when allowing terminal debt (Q1698925): Difference between revisions

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+Dynamic preferences for popular investment strategies in pension funds
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+Stochastic Interest Rates and the Bond-Stock Mix
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+Modeling non-monotone risk aversion using SAHARA utility functions
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+PORTFOLIO CHOICE VIA QUANTILES
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Optimal Housing, Consumption, and Investment Decisions over the Life Cycle
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+Optimum consumption and portfolio rules in a continuous-time model
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+Portfolio choice under dynamic investment performance criteria
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