Pages that link to "Item:Q1385278"

The following pages link to Optimal consumption and portfolio choice with borrowing constraints (Q1385278):

Displaying 27 items.

• Optimal investment, stochastic labor income and retirement (Q426617) (← links)
• Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
• Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870) (← links)
• The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
• Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
• Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812) (← links)
• Minimization of risks in pension funding by means of contributions and portfolio selection. (Q1413280) (← links)
• The \textit{CEV} model and its application in a study of optimal investment strategy (Q1718118) (← links)
• Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
• Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
• An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
• Household utility maximization with life insurance: a CES utility case (Q2024613) (← links)
• A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility (Q2112716) (← links)
• Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach (Q2348495) (← links)
• A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
• A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
• Optimum Constrained Portfolio Rules in a Diffusion Market (Q3424319) (← links)
• Optimal life insurance with no-borrowing constraints: duality approach and example (Q4575376) (← links)
• Minimizing the lifetime ruin under borrowing and short-selling constraints (Q4576868) (← links)
• Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
• Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
• An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730) (← links)
• Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)