Pages that link to "Item:Q615916"

The following pages link to An optimal portfolio model with stochastic volatility and stochastic interest rate (Q615916):

Displaying 23 items.

• Optimal strategies for asset allocation and consumption under stochastic volatility (Q274239) (← links)
• Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability (Q322987) (← links)
• Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
• Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628) (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
• Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
• Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
• Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
• An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
• Project portfolio selection based on multi-project synergy (Q2083358) (← links)
• Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
• Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
• Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
• Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
• Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
• Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)
• Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio (Q6179929) (← links)
• Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)
• The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes (Q6641345) (← links)