Pages that link to "Item:Q1774197"

The following pages link to Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197):

Displaying 21 items.

• Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
• A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
• Optimal consumption and investment under partial information (Q1029540) (← links)
• A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
• On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
• On utility maximization under convex portfolio constraints (Q1948700) (← links)
• Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
• Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
• Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
• Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
• Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
• Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
• Financial Markets in the Context of the General Theory of Optional Processes (Q2958812) (← links)
• OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275) (← links)
• OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
• A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) (← links)
• UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
• Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
• PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
• Optimal consumption problems in discontinuous markets (Q5746732) (← links)
• Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (Q6187488) (← links)