Pages that link to "Item:Q4213032"

The following pages link to Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach (Q4213032):

Displaying 49 items.

• Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
• Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
• Optimal investment, stochastic labor income and retirement (Q426617) (← links)
• Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
• Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
• Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
• Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
• Optimal consumption-portfolio choices and retirement planning (Q951521) (← links)
• Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
• Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
• Annuitization and asset allocation (Q1027412) (← links)
• Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (Q1575404) (← links)
• Time preference and real investment (Q1655749) (← links)
• A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
• A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints (Q1684774) (← links)
• Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function (Q1950016) (← links)
• Household utility maximization with life insurance: a CES utility case (Q2024613) (← links)
• Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
• Optimal retirement with borrowing constraints and forced unemployment risk (Q2212137) (← links)
• Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Computational methods for incentive option valuation (Q2271801) (← links)
• Optimal consumption and investment with insurer default risk (Q2273975) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
• Risky asset allocation and consumption rule in the presence of background risk and insurance markets (Q2427821) (← links)
• The Markov consumption problem (Q2427839) (← links)
• Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
• Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
• Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
• Unemployment Risks and Optimal Retirement in an Incomplete Market (Q2830771) (← links)
• ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN (Q3423400) (← links)
• A class of continuous-time portfolio selection with liability under jump-diffusion processes (Q3654564) (← links)
• VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• Optimal investment, consumption and retirement decision with disutility and borrowing constraints (Q4911231) (← links)
• Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
• OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
• The impact of a partial borrowing limit on financial decisions (Q5234342) (← links)
• CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
• Generalization of the Divisia Price and Quantity Indices in a Stochastic Model with Continuous Time (Q5249191) (← links)
• A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835) (← links)
• DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION (Q5488982) (← links)
• Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
• Valuation of contingent-claims characterising particular pension schemes (Q5942776) (← links)
• Analytic approach for models of optimal retirement with disability risk (Q6125929) (← links)