Search Results - subject:"Wealth constraint"

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Motivating versus funding

Quérou, Nicolas; Soubeyran, Antoine; Soubeyran, Raphaël - 2015 - This version: september 2017

Persistent link: https://www.econbiz.de/10011733943

Quadratic minimization with portfolio and intertemporal wealth constraints

Zhu, Dian; Heunis, Andrew J. - In: Annals of finance 13 (2017) 3, pp. 299-340

Persistent link: https://www.econbiz.de/10011945450

Optimal portfolio selection for general provisioning and terminal wealth problems

Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - 2009

Persistent link: https://www.econbiz.de/10009126893

Optimal retirement strategy with a negative wealth constraint

Park, Seyoung; Jang, Bong-gyu - In: Operations research letters 42 (2014) 3, pp. 208-212

Persistent link: https://www.econbiz.de/10010383190

Consumption and bubbles

Loewenstein, Mark; Willard, Gregory A. - In: Journal of Economic Theory 148 (2013) 2, pp. 563-600

We show that an unbounded number of consumption dates is necessary to support an asset pricing bubble. We work in a continuous-time model where the number of trade dates is infinite but the number of consumption dates is flexible and can be chosen to be uniformly bounded, finite almost surely,...

Persistent link: https://www.econbiz.de/10010662401

Optimal portfolio selection for general provisioning and terminal wealth problems

Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 90-97

Persistent link: https://www.econbiz.de/10003985403