Pages that link to "Item:Q811312"
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The following pages link to A variational problem arising in financial economics (Q811312):
Displayed 37 items.
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- The role of longevity bonds in optimal portfolios (Q939371) (← links)
- Constant elasticity of variance model and analytical strategies for annuity contracts (Q940151) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (Q995510) (← links)
- Optimal consumption choices for a `large' investor (Q1128528) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- A continuous-time portfolio turnpike theorem (Q1200315) (← links)
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales (Q1367868) (← links)
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- Risk aversion and allocation to long-term bonds. (Q1414618) (← links)
- Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
- Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115) (← links)
- Optimal pension management in a stochastic framework. (Q1430674) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
- Maximizing banking profit on a random time interval (Q2472043) (← links)
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
- Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934) (← links)
- ON THE STABILITY OF CONTINUOUS‐TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET (Q4673849) (← links)
- Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
- OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (Q5696877) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- On optimal portfolio choice under stochastic interest rates (Q5941435) (← links)
- Optimal investment with minimum performance constraints (Q5958102) (← links)