Pages that link to "Item:Q1932536"

The following pages link to The opportunity process for optimal consumption and investment with power utility (Q1932536):

Displaying 18 items.

• Forward-backward systems for expected utility maximization (Q401458) (← links)
• Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
• BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
• Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172) (← links)
• Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
• The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
• Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
• STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
• ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
• UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
• POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616) (← links)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
• (Q5066183) (← links)
• Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
• Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)
• Stability of the Epstein-Zin problem (Q6641086) (← links)