Pages that link to "Item:Q140187"
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The following pages link to Optimum consumption and portfolio rules in a continuous-time model (Q140187):
Displaying 50 items.
- sgmodel (Q140190) (← links)
- Bayesian clustering of replicated time-course gene expression data with weak signals (Q156467) (← links)
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- Optimal investment and consumption under partial information (Q261540) (← links)
- On investment consumption modeling with jump process extensions for productive sectors (Q262002) (← links)
- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach (Q262572) (← links)
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory (Q277177) (← links)
- Distributional properties of portfolio weights (Q278053) (← links)
- Entrance times of random walks: with applications to pension fund modeling (Q282259) (← links)
- Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
- A system of quadratic BSDEs arising in a price impact model (Q292906) (← links)
- Consumption-investment strategies with non-exponential discounting and logarithmic utility (Q296894) (← links)
- Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
- Investment under duality risk measure (Q297406) (← links)
- Generalized ordered weighted utility proportional averaging-hyperbolic absolute risk aversion operators and their applications to group decision-making (Q298685) (← links)
- A jump model for fads in asset prices under asymmetric information (Q299877) (← links)
- Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
- On the sub-optimality cost of immediate annuitization in DC pension funds (Q300812) (← links)
- Optimal consumption-investment with critical wealth level (Q302040) (← links)
- Optimal consumption and savings with stochastic income and recursive utility (Q308631) (← links)
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
- Leverage management in a bull-bear switching market (Q311005) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
- How suboptimal are linear sharing rules? (Q315471) (← links)
- A note on finite horizon optimal investment and consumption with transaction costs (Q316893) (← links)
- Optimal contracts in portfolio delegation (Q317542) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
- Optimal savings management for individuals with defined contribution pension plans (Q319058) (← links)
- Generalized ordered weighted utility averaging-hyperbolic absolute risk aversion operators and their applications to group decision-making (Q319061) (← links)
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
- Optimal military spending, trade and stochastic economic growth (Q328219) (← links)
- Coupling a memetic algorithm to simulation models for promising multi-period asset allocations (Q336580) (← links)
- An optimal control model of carbon reduction and trading (Q338652) (← links)
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- Utility maximization in an illiquid market in continuous time (Q343809) (← links)
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints (Q346618) (← links)
- Investing equally in risk (Q354660) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Pareto utility (Q365782) (← links)
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Constancy of equilibrium interest rates for power utility functions and stochastic constant returns to scale technologies (Q374846) (← links)
- Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
