Pages that link to "Item:Q1623978"
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The following pages link to Turnpike property and convergence rate for an investment model with general utility functions (Q1623978):
Displaying 17 items.
- Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
- A solvable time-inconsistent principal-agent problem (Q1727286) (← links)
- Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
- The asymptotic behavior of the optimal cash holding strategy under a class of utility functions (Q2151478) (← links)
- Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions (Q2152960) (← links)
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
- Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- Turnpike property and convergence rate for an investment and consumption model (Q2422169) (← links)
- Optimal investment strategies for general utilities under dynamic elasticity of variance models (Q4554502) (← links)
- Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
- An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730) (← links)
- Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
- Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)