Pages that link to "Item:Q1776021"

The following pages link to Wealth-path dependent utility maximization in incomplete markets (Q1776021):

Displaying 21 items.

• Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
• Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
• Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
• On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
• Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
• Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
• Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function (Q1950016) (← links)
• Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
• The optimal investment, liability and dividends in insurance (Q2240112) (← links)
• On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization (Q2289809) (← links)
• Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
• Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
• Optimal insurance in a changing economy (Q2438339) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
• Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
• Mean-variance portfolio selection with random investment horizon (Q2691411) (← links)
• INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
• Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
• Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)