Pages that link to "Item:Q1961363"
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The following pages link to Optimal consumption and portfolio selection with stochastic differential utility (Q1961363):
Displayed 19 items.
- The dynamics of risk-sensitive allocations (Q813942) (← links)
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility (Q956538) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Efficient consumption set under recursive utility and unknown beliefs. (Q1428170) (← links)
- Efficient intertemporal allocations with recursive utility. (Q1587641) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
- Backward stochastic Volterra integral equations and some related problems (Q2495382) (← links)
- Robust control and model misspecification (Q2496228) (← links)
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES (Q3523571) (← links)
- A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS (Q5700131) (← links)