The following pages link to Optimal Investment (Q4902479):
Displaying 36 items.
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility (Q1622129) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Optimal allocation to deferred income annuities (Q2292184) (← links)
- Portfolio optimization with early announced discrete dividends (Q2294234) (← links)
- Consumption in incomplete markets (Q2308177) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
- EVOLUTION OF FIRM SIZE (Q3191837) (← links)
- The Value of Insight (Q3387920) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- Optimal retirement time under habit persistence: what makes individuals retire early? (Q4585945) (← links)
- Dynkin games with heterogeneous beliefs (Q4684850) (← links)
- Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift (Q4988558) (← links)
- Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets (Q5029934) (← links)
- Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) (← links)
- REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE (Q5213444) (← links)
- AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
- Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)
- Dynamic Portfolio Optimization with Looping Contagion Risk (Q5742492) (← links)
- Robust utility maximization of terminal wealth with drift and volatility uncertainty (Q5860818) (← links)
- IMEX schemes for a parabolic-ODE system of European options with liquidity shocks (Q5962602) (← links)
- An elementary approach to the Merton problem (Q6054379) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- Dynamic spending and portfolio decisions with a soft social norm (Q6111434) (← links)
