Pages that link to "Item:Q811312"
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The following pages link to A variational problem arising in financial economics (Q811312):
Displayed 22 items.
- Remarks on optimal strategies to utility maximizations in continuous time incomplete markets (Q3121489) (← links)
- Utility Maximization Under Bounded Expected Loss (Q3396371) (← links)
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
- Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934) (← links)
- Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
- ON THE STABILITY OF CONTINUOUS‐TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET (Q4673849) (← links)
- Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
- Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach (Q5063445) (← links)
- Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
- Optimal Dynamic Momentum Strategies (Q5106353) (← links)
- DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH (Q5152545) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES (Q5175227) (← links)
- Policyholder Exercise Behavior in Life Insurance: The State of Affairs (Q5379239) (← links)
- OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (Q5696877) (← links)
- A NOTE ON THE QUANTILE FORMULATION (Q5739190) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
- Optimal investment with minimum performance constraints (Q5958102) (← links)
- Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)