Pages that link to "Item:Q841650"

The following pages link to Investment and consumption without commitment (Q841650):

Displaying 50 items.

• Optimal mean-variance selling strategies (Q253104) (← links)
• Equilibrium dividend strategy with non-exponential discounting in a dual model (Q274116) (← links)
• A characterization of sub-game perfect equilibria for SDEs of mean-field type (Q291201) (← links)
• Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
• A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers (Q320304) (← links)
• On stochastic optimality for a linear controller with attenuating disturbances (Q384244) (← links)
• A theory of Markovian time-inconsistent stochastic control in discrete time (Q457182) (← links)
• Investment-consumption with regime-switching discount rates (Q459181) (← links)
• A consumption-investment problem with heterogeneous discounting (Q459384) (← links)
• Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach (Q511060) (← links)
• Optimal mean-variance portfolio selection (Q513742) (← links)
• On time-inconsistent stochastic control in continuous time (Q522052) (← links)
• Dynamic Bertrand oligopoly (Q626425) (← links)
• Non-constant discounting and differential games with random time horizon (Q665187) (← links)
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• Time-consistent reinsurance and investment strategies for mean-variance insurer under partial information (Q896745) (← links)
• Time-consistent investment strategy under partial information (Q896762) (← links)
• Consumption and portfolio rules for time-inconsistent investors (Q1038346) (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
• Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
• Time-consistent mean-variance asset-liability management with random coefficients (Q1681089) (← links)
• Time-consistent stopping under decreasing impatience (Q1691445) (← links)
• On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
• A paradox in time-consistency in the mean-variance problem? (Q1711723) (← links)
• An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
• Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
• Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
• Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers (Q1735037) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework (Q1983676) (← links)
• Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
• Markov decision processes with quasi-hyperbolic discounting (Q2022761) (← links)
• Time-consistent portfolio optimization (Q2028852) (← links)
• A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
• Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion (Q2045132) (← links)
• Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791) (← links)
• Dynamic mean-variance problem with frictions (Q2120542) (← links)
• A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria (Q2120543) (← links)
• Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072) (← links)
• Singular dividend optimization for a linear diffusion model with time-inconsistent preferences (Q2183310) (← links)
• Consumption and portfolio decisions with uncertain lifetimes (Q2190067) (← links)
• Nonrecursive separation of risk and time preferences (Q2201707) (← links)
• Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment (Q2211478) (← links)
• Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time (Q2212144) (← links)
• A solution method for heterogeneity involving present bias (Q2218886) (← links)
• Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems (Q2245641) (← links)
• Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
• A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)