Pages that link to "Item:Q956429"

The following pages link to Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429):

Displaying 20 items.

• Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
• The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
• Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617) (← links)
• Optimal investment, stochastic labor income and retirement (Q426617) (← links)
• The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
• Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
• A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
• Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
• Optimal reinsurance and investment strategies for an insurer and a reinsurer under Hestons SV model: HARA utility and Legendre transform (Q1983760) (← links)
• Valuation of mortgage interest deductibility under uncertainty: an option pricing approach (Q2002648) (← links)
• Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
• Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
• Computational methods for incentive option valuation (Q2271801) (← links)
• On ``optimal pension management in a stochastic framework'' with exponential utility (Q2276261) (← links)
• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
• Indifference pricing for CRRA utilities (Q2392015) (← links)
• Unemployment Risks and Optimal Retirement in an Incomplete Market (Q2830771) (← links)
• A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
• Optimal multivariate financial decision making (Q6107002) (← links)
• A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Q6152711) (← links)