Pages that link to "Item:Q2574608"
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The following pages link to Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608):
Displayed 12 items.
- The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility (Q956538) (← links)
- A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
- Small worlds: Modeling attitudes toward sources of uncertainty (Q2475168) (← links)
- Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
- Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← 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)