Pages that link to "Item:Q140187"
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The following pages link to Optimum consumption and portfolio rules in a continuous-time model (Q140187):
Displayed 50 items.
- sgmodel (Q140190) (← links)
- A theory of bond portfolios (Q558672) (← links)
- A solvable stochastic control problem in hyperbolic three space (Q579213) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Portfolio choice with Knightian uncertainty (Q673678) (← links)
- Optimal portfolio and consumption decisions in a stochastic environment with precommitment (Q673797) (← links)
- An alternative approach to stochastic calculus for economic and financial models (Q673806) (← links)
- Domestic taxation and international portfolio choice (Q674092) (← links)
- Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
- The dynamics of speculative behaviour (Q684761) (← links)
- Optimum responses of the current account when income is uncertain (Q751465) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Deterministic and stochastic dynamic adjustment of capital investment budgets (Q751953) (← links)
- Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956) (← links)
- Dynamic firm behavior within an uncertain environment (Q751961) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- Dynamic common property resources and environmental problems (Q799469) (← links)
- Asset pricing for general processes (Q804457) (← links)
- Risk taking by banks and capital accumulation: A portfolio approach (Q807329) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
- Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence (Q817295) (← links)
- The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method (Q857737) (← links)
- ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923) (← links)
- Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
- The timing of annuitization: Investment dominance and mortality risk (Q865617) (← links)
- Equilibria of continuous-time recurrent fuzzy systems (Q869126) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Valuation of derivative securities involving several assets using discrete time methods (Q919967) (← links)
- Multi-period asset allocation by stochastic dynamic programming (Q924425) (← links)
- Valuing the option to invest in an incomplete market (Q926390) (← links)
- The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
- Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
- Pension funds as institutions for intertemporal risk transfer (Q931188) (← links)
- Stochastic optimal control of DC pension funds (Q931216) (← links)
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- Optimal consumption and portfolio choice for pooled annuity funds (Q938034) (← links)
- The role of longevity bonds in optimal portfolios (Q939371) (← links)
- Following the rules: integrating asset allocation and annuitization in retirement portfolios (Q939381) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
- Understanding saving and portfolio choices with predictable changes in assets returns (Q949649) (← links)
- Monte Carlo computation of optimal portfolios in complete markets (Q951338) (← links)