Pages that link to "Item:Q819340"

The following pages link to Portfolio optimization models on infinite-time horizon (Q819340):

Displaying 7 items.

• An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
• Robust consumption-investment problem on infinite horizon (Q901248) (← links)
• An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226) (← links)
• A cooperative bargaining framework for decentralized portfolio optimization (Q2101458) (← links)
• A stochastic control model of investment and consumption with applications to financial economics (Q2213549) (← links)
• Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
• A stochastic control model of investment, production, and consumption on a finite horizon (Q5246792) (← links)