Pages that link to "Item:Q2968275"
From MaRDI portal
The following pages link to OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275):
Displaying 12 items.
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- Optimal consumption of multiple goods in incomplete markets (Q4555291) (← links)
- PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Duality for optimal consumption with randomly terminating income (Q6054381) (← links)