Pages that link to "Item:Q1575404"
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The following pages link to Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (Q1575404):
Displaying 18 items.
- The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
- Computational methods for incentive option valuation (Q2271801) (← links)
- Optimal control of stochastic hybrid system with jumps: a numerical approximation (Q2349616) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE (Q3580218) (← links)
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300) (← links)
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
- THE DISTRIBUTION OF BETAS IN PRESENCE OF NONTRADED ASSETS (Q4629505) (← links)
- Optimal allocation–consumption problem for a portfolio with an illiquid asset (Q5739576) (← links)
- Optimal retirement savings over the life cycle: a deterministic analysis in closed form (Q6072265) (← links)
- The optimal investment problem with inflation and liquidity risk (Q6079953) (← links)
