Pages that link to "Item:Q4345911"
From MaRDI portal
The following pages link to Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup> (Q4345911):
Displaying 35 items.
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
- Hedging exotic derivatives through stochastic optimization (Q1274222) (← links)
- Managing a value-preserving portfolio over time (Q1278210) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
- Duality and liquidity constraints under uncertainty (Q1350480) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
- Unbounded dynamic programming via the Q-transform (Q2138381) (← links)
- Optimal retirement planning under partial information (Q2291758) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275) (← links)
- The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
- Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Note On Utility Maximization Under Partial Observations<sup>1</sup> (Q4345910) (← links)
- On the Existence of Minimax Martingale Measures (Q4548067) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS (Q5247420) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging (Q6109848) (← links)
