Pages that link to "Item:Q1932536"
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The following pages link to The opportunity process for optimal consumption and investment with power utility (Q1932536):
Displayed 13 items.
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172) (← links)
- Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
- Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- Risk aversion asymptotics for power utility maximization (Q2428507) (← links)
- STABILITY OF THE EXPONENTIAL UTILITY MAXIMIZATION PROBLEM WITH RESPECT TO PREFERENCES (Q2968273) (← links)
- ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
- POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616) (← links)
- Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)