Pages that link to "Item:Q2574608"

The following pages link to Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608):

Displaying 31 items.

• Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
• Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
• Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
• Consumption optimization for recursive utility in a jump-diffusion model (Q524899) (← links)
• Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
• Robust consumption and portfolio choice for time varying investment opportunities (Q666461) (← links)
• Dynamic choice with constant source-dependent relative risk aversion (Q889253) (← links)
• 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)
• Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (Q1932535) (← links)
• Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
• Brownian equilibria under Knightian uncertainty (Q2018550) (← links)
• Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
• Robust utility maximization under convex portfolio constraints (Q2348619) (← 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)
• LINKED RECURSIVE PREFERENCES AND OPTIMALITY (Q2788691) (← links)
• OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← 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)
• 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)