Pages that link to "Item:Q4537784"

The following pages link to A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates (Q4537784):

Displaying 50 items.

• Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
• Portfolio management with stochastic interest rates and inflation ambiguity (Q481372) (← links)
• Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
• Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
• Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009) (← links)
• A theory of bond portfolios (Q558672) (← links)
• What is the impact of stock market contagion on an investor's portfolio choice? (Q659101) (← links)
• Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
• How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628) (← links)
• Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
• Management of a pension fund under mortality and financial risks (Q997092) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
• Constant proportion portfolio insurance in defined contribution pension plan management (Q1621918) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
• Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
• Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698) (← links)
• An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
• Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
• The Lie symmetry approach on (1+2)-dimensional financial models (Q2062223) (← links)
• Pandemic portfolio choice (Q2083972) (← links)
• Optimal control design for a class of quantum stochastic systems with financial applications (Q2151779) (← links)
• Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
• Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
• Nonrecursive separation of risk and time preferences (Q2201707) (← links)
• Dynamic asset allocation under VaR constraint with stochastic interest rates (Q2267297) (← links)
• Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
• Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
• Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735) (← links)
• Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• Portfolio optimization in stochastic markets (Q2500788) (← links)
• Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
• Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
• Time consistent policy of multi-period mean-variance (Q2515277) (← links)
• Equilibrium investment strategy for multi-period DC pension funds with stochastic interest rate and regime switching (Q2691496) (← links)
• A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (Q2795443) (← links)
• (Q2892535) (← links)
• Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479) (← links)
• Optimal consumption problem in the Vasicek model (Q3455473) (← links)
• OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND (Q3503126) (← links)
• OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
• HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
• GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (Q4563781) (← links)
• OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS (Q4584699) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)