Pages that link to "Item:Q3005846"
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The following pages link to A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (Q3005846):
Displayed 12 items.
- Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532) (← links)
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
- A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162) (← links)
- Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
- OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS (Q3086254) (← links)
- Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
- On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
