Pages that link to "Item:Q819340"

The following pages link to Portfolio optimization models on infinite-time horizon (Q819340):

Displaying 12 items.

• An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
• Robust consumption-investment problem on infinite horizon (Q901248) (← links)
• An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions (Q1619226) (← links)
• A cooperative bargaining framework for decentralized portfolio optimization (Q2101458) (← links)
• A stochastic control model of investment and consumption with applications to financial economics (Q2213549) (← links)
• Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
• A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
• Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841) (← links)
• Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model (Q5019593) (← links)
• Optimal investment problem with complete memory on an infinite time horizon (Q5079067) (← links)
• A stochastic control model of investment, production, and consumption on a finite horizon (Q5246792) (← links)
• A stochastic control model of investment, production and consumption (Q5464387) (← links)