Pages that link to "Item:Q1038346"
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The following pages link to Consumption and portfolio rules for time-inconsistent investors (Q1038346):
Displaying 50 items.
- Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
- Two-stage pricing for custom-made products (Q439697) (← links)
- Investment-consumption with regime-switching discount rates (Q459181) (← links)
- A consumption-investment problem with heterogeneous discounting (Q459384) (← links)
- On time-inconsistent stochastic control in continuous time (Q522052) (← links)
- Non-constant discounting and differential games with random time horizon (Q665187) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
- Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
- Consumption, investment and life insurance strategies with heterogeneous discounting (Q2015474) (← links)
- Comparison theorems for some backward stochastic Volterra integral equations (Q2018558) (← links)
- Time-consistent portfolio optimization (Q2028852) (← links)
- Do time preferences matter in intertemporal consumption and portfolio decisions? (Q2099002) (← links)
- Hedge fund's dynamic leverage decisions under time-inconsistent preferences (Q2178105) (← links)
- Singular dividend optimization for a linear diffusion model with time-inconsistent preferences (Q2183310) (← links)
- Consumption and portfolio decisions with uncertain lifetimes (Q2190067) (← links)
- Optimal consumption with time-inconsistent preferences (Q2206007) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
- A solution method for heterogeneity involving present bias (Q2218886) (← links)
- A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan (Q2358313) (← links)
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model (Q2397851) (← links)
- Goal-based portfolio choice model with discounted preference (Q2406311) (← links)
- Equilibrium for a time-inconsistent stochastic linear-quadratic control system with jumps and its application to the mean-variance problem (Q2420788) (← links)
- Non-constant discounting and consumption, portfolio and life insurance rules (Q2437201) (← links)
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps (Q2443229) (← links)
- Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting (Q2452217) (← links)
- On dividend strategies with non-exponential discounting (Q2513612) (← links)
- Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
- Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods (Q2665843) (← links)
- Stochastic differential game for management of non-renewable fishery resource under model ambiguity (Q3300962) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (Q4575370) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (Q4635250) (← links)
- Heterogeneous discounting in economic problems (Q4908874) (← links)
- Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562) (← links)
- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
- Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model (Q5078086) (← links)
- Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon (Q5092703) (← links)
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (Q5347269) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
