The following pages link to (Q3760262):
Displaying 50 items.
- On investment consumption modeling with jump process extensions for productive sectors (Q262002) (← links)
- Optimal consumption-investment with critical wealth level (Q302040) (← links)
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints (Q346618) (← links)
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
- Consumption/investment problem when the investment opportunity set can be enlarged by information gathering (Q433131) (← links)
- Voluntary retirement and portfolio selection: dynamic programming approaches (Q441924) (← links)
- Utilities bounded below (Q470662) (← links)
- Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime? (Q470677) (← links)
- Optimal investment, consumption-leisure, insurance and retirement choice (Q470684) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan? (Q777929) (← links)
- Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement (Q824656) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
- Solving optimal growth models with vintage capital: The dynamic programming approach (Q960261) (← links)
- Optimal portfolio, consumption and retirement decision under a preference change (Q1022955) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Optimal cash management under uncertainty (Q1043253) (← links)
- A note on Merton's ``Optimum consumption and portfolio rules in a continuous-time model'' (Q1111453) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- Alternative growth versus security in continuous dynamic trading (Q1127199) (← links)
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
- Dynamic portfolio choice under asset price lognormality (Q1202468) (← links)
- Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915) (← links)
- Infinite-horizon investment consumption model with a nonterminal bankruptcy (Q1321221) (← links)
- Duality and liquidity constraints under uncertainty (Q1350480) (← links)
- Distribution of bankruptcy time in a consumption/portfolio problem (Q1350685) (← links)
- Optimal consumption-wealth relationships derived by consumer intertemporal profit maximisation (Q1351244) (← links)
- Challenges in stochastic programming (Q1363423) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility (Q1622129) (← links)
- Time preference and real investment (Q1655749) (← links)
- Kim and Omberg revisited: the duality approach (Q1657919) (← links)
- An optimal job, consumption/leisure, and investment policy (Q1667208) (← links)
- An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints (Q1681694) (← links)
- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints (Q1684774) (← links)
- Portfolio selection with subsistence consumption constraints and CARA utility (Q1717770) (← links)
- Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach (Q1719648) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
- On the optimality of path-dependent structured funds: the cost of standardization (Q1735195) (← links)
- A consumption-investment problem with constraints on minimum and maximum consumption rates (Q1743955) (← links)
- Reversible job-switching opportunities and portfolio selection (Q1754658) (← links)
- The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
- Numerical schemes for investment models with singular transactions (Q1890892) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- Utility maximization with habit formation of interaction (Q1983703) (← links)
- Optimal consumption and portfolio selection with lower and upper bounds on consumption (Q2116155) (← links)
