Pages that link to "Item:Q811312"
From MaRDI portal
The following pages link to A variational problem arising in financial economics (Q811312):
Displaying 50 items.
- Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
- Optimal contracts in portfolio delegation (Q317542) (← links)
- Increases in risk aversion and the distribution of portfolio payoffs (Q417629) (← links)
- Optimal investment, stochastic labor income and retirement (Q426617) (← links)
- Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions (Q482805) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- The role of longevity bonds in optimal portfolios (Q939371) (← links)
- Constant elasticity of variance model and analytical strategies for annuity contracts (Q940151) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (Q995510) (← links)
- Optimal consumption choices for a `large' investor (Q1128528) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- A continuous-time portfolio turnpike theorem (Q1200315) (← links)
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales (Q1367868) (← links)
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- Risk aversion and allocation to long-term bonds. (Q1414618) (← links)
- Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
- Necessary and sufficient conditions in the problem of optimal investment in incomplete markets (Q1429115) (← links)
- Optimal pension management in a stochastic framework. (Q1430674) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (Q1606184) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Asset allocation with time series momentum and reversal (Q1657387) (← links)
- The \textit{CEV} model and its application in a study of optimal investment strategy (Q1718118) (← links)
- Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
- Optimal investment with deferred capital gains taxes (Q2379189) (← links)
- Using genetic algorithm to solve a new multi-period stochastic optimization model (Q2389543) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Maximizing banking profit on a random time interval (Q2472043) (← links)
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
- Stochastic control of credit default insurance for subprime residential mortgage-backed securities (Q2931132) (← links)
- STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (Q3084602) (← links)
- An optimal investment strategy in bank management (Q3087927) (← links)
- Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075) (← links)
