Pages that link to "Item:Q1936832"

The following pages link to Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832):

Displaying 28 items.

• Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
• Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
• Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
• Possibilistic individual multi-period consumption-investment models (Q1677108) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
• Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
• Pandemic portfolio choice (Q2083972) (← links)
• Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation (Q2097503) (← links)
• Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
• Nonrecursive separation of risk and time preferences (Q2201707) (← links)
• Personal finance and life insurance under separation of risk aversion and elasticity of substitution (Q2347056) (← links)
• Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
• Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)
• Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• On the parabolic equation for portfolio problems (Q4989156) (← links)
• Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences (Q5163685) (← links)
• Life insurance decisions under recursive utility (Q5743528) (← links)
• Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)
• Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
• Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
• Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
• Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
• Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)