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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
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Optimal consumption and investment for markets with random coefficients
Berdjane, Belkacem; Pergamenshchikov, Serguei - In: Finance and stochastics 17 (2013) 2, pp. 419-446
Persistent link: https://www.econbiz.de/10009730786
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An optimal consumption problem in finite time with a constraint on the ruin probability
Grandits, Peter - In: Finance and stochastics 19 (2015) 4, pp. 791-847
Persistent link: https://www.econbiz.de/10011421027
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Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger; Seiferling, Thomas; Seifried, Frank Thomas - In: Finance and stochastics 21 (2017) 1, pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
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Optimal consumption and investment with welfare constraints
Jeon, Junkee; Kwak, Minsuk - In: Finance and stochastics 28 (2024) 2, pp. 391-451
Persistent link: https://www.econbiz.de/10015130333
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A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas; Murgoci, Agatha - In: Finance and stochastics 18 (2014) 3, pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
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Time-consistent mean-variance portfolio selection in discrete and continuous time
Czichowsky, Christoph - In: Finance and stochastics 17 (2013) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10009730823
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Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary; Rudloff, Birgit - In: Finance and stochastics 19 (2015) 1, pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
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On time-inconsistent stochastic control in continuous time
Björk, Tomas; Khapko, Mariana; Murgoci, Agatha - In: Finance and stochastics 21 (2017) 2, pp. 331-360
Persistent link: https://www.econbiz.de/10011944378
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A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain; Wong, Kwok Chuen; Yam, Sheung Chi Phillip - In: Finance and stochastics 23 (2019) 1, pp. 173-207
Persistent link: https://www.econbiz.de/10012023708