Pages that link to "Item:Q1003344"

The following pages link to Optimal lifetime consumption and investment under a drawdown constraint (Q1003344):

Displaying 47 items.

• An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
• Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
• On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
• Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
• On minimizing drawdown risks of lifetime investments (Q896742) (← links)
• Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
• Optimal investment strategies with a reallocation constraint (Q992044) (← links)
• A consumption-investment problem with constraints on minimum and maximum consumption rates (Q1743955) (← links)
• Optimal investment and reinsurance to minimize the probability of drawdown with borrowing costs (Q2076360) (← links)
• Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion (Q2084302) (← links)
• Optimal consumption with reference to past spending maximum (Q2120541) (← links)
• A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
• On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
• Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
• Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
• Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
• Capital asset pricing model (CAPM) with drawdown measure (Q2514723) (← links)
• Income drawdown option with minimum guarantee (Q2514762) (← links)
• Hedge and mutual funds' fees and the separation of private investments (Q2516773) (← links)
• A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
• Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
• Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
• ON THE CONSUMPTION/DISTRIBUTION THEOREM UNDER THE LONG-RUN GROWTH CRITERION SUBJECT TO A DRAWDOWN CONSTRAINT (Q2786346) (← links)
• THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS (Q2799996) (← links)
• A note on applications of stochastic ordering to control problems in insurance and finance (Q2875271) (← links)
• THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
• Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
• Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
• Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
• Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973) (← links)
• Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution (Q5050082) (← links)
• Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
• Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453) (← links)
• Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
• Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment (Q5150069) (← links)
• Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
• Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335) (← links)
• On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
• Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
• Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
• Time-delayed generalized BSDEs (Q6123263) (← links)
• Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case (Q6159082) (← links)
• Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
• Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)
• Optimal investment and reinsurance to maximize the probability of drawup before drawdown (Q6620479) (← links)