Pages that link to "Item:Q1186298"

The following pages link to A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients (Q1186298):

Displaying 44 items.

• Optimal investment, consumption-leisure, insurance and retirement choice (Q470684) (← links)
• Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870) (← links)
• Viscosity solution of mean-variance portfolio selection of a jump Markov process with no-shorting constraints (Q670237) (← links)
• A duality approach to continuous-time contracting problems with limited commitment (Q900606) (← links)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
• Optimal investment strategies with a reallocation constraint (Q992044) (← links)
• Optimal consumption choices for a `large' investor (Q1128528) (← links)
• Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
• On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
• Optimal portfolio policies with borrowing and shortsale constraints (Q1583148) (← links)
• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
• Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
• Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
• Synthetic replication of American contingent claims when portfolios are constrained (Q1890718) (← links)
• Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
• Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
• Optimal stopping time of a portfolio selection problem with multi-assets (Q2033993) (← links)
• Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Quadratic minimization with portfolio and terminal wealth constraints (Q2351638) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
• Optimal multi-period mean-variance policy under no-shorting constraint (Q2514718) (← links)
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
• Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
• A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES (Q2862512) (← links)
• Choosing the optimal annuitization time post-retirement (Q2873540) (← links)
• Utility Maximization in a Regime Switching Model with Convex Portfolio Constraints and Margin Requirements: Optimality Relations and Explicit Solutions (Q2945607) (← links)
• SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
• DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS (Q3100996) (← links)
• Barrier present value maximization for a diffusion model of insurance surplus (Q4575383) (← links)
• Maximizing survival, growth and goal reaching under borrowing constraints (Q4683118) (← links)
• Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
• Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
• Conjugate duality in problems of constrained utility maximization (Q5190571) (← links)
• Optimal portfolios with a positive lower bound on final wealth (Q5711170) (← links)
• Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints (Q5745553) (← links)
• OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT (Q5854325) (← links)
• Consumption and investment under constraints (Q5894595) (← links)
• Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
• Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)