Pages that link to "Item:Q1111453"

The following pages link to A note on Merton's ``Optimum consumption and portfolio rules in a continuous-time model'' (Q1111453):

Displaying 14 items.

• Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
• Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
• Optimal saving under Poisson uncertainty (Q1306766) (← links)
• Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
• Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
• A bound on the probability of ruin in Merton's model (Q1695461) (← links)
• Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
• Increasing risk aversion and life-cycle investing (Q2422172) (← links)
• The Markov consumption problem (Q2427839) (← links)
• A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
• ON THE SHAPE OF RISK AVERSION AND ASSET ALLOCATION (Q2939926) (← links)
• RISK‐AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS¹ (Q4345880) (← links)
• An elementary approach to the Merton problem (Q6054379) (← links)
• Inter‐temporal mutual‐fund management (Q6054428) (← links)