Pages that link to "Item:Q1265773"
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The following pages link to Optimization of consumption with labor income (Q1265773):
Displaying 50 items.
- Fair demographic risk sharing in defined contribution pension systems (Q433378) (← links)
- A closed-form solution for the continuous-time consumption model with endogenous labor income (Q604679) (← links)
- The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
- Optimal consumption-portfolio choices and retirement planning (Q951521) (← links)
- Optimal design of the guarantee for defined contribution funds (Q953713) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- Optimal investment for a pension fund under inflation risk (Q966427) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
- Optimal pension management in a stochastic framework. (Q1430674) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- Valuation and martingale properties of shadow prices: an exposition (Q1583150) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
- Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
- Household utility maximization with life insurance: a CES utility case (Q2024613) (← links)
- Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Optimal finite horizon contract with limited commitment (Q2120602) (← links)
- On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes (Q2133355) (← links)
- Optimal long-term contracts with disability insurance under limited commitment (Q2138619) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
- Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
- Optimal portfolio choice and consistent performance (Q2343112) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Finite horizon portfolio selection with a negative wealth constraint (Q2423686) (← links)
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
- Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
- Optimal job switching and retirement decision (Q2700416) (← links)
- FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300) (← links)
- Anticipative portfolio optimization under constraints and a higher interest rate for borrowing (Q4542189) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Optimization of Utility for “Larger Investor” with Anticipation (Q4799711) (← links)
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints (Q4911231) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
