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You searched for subject:(Optimal consumption investment). Showing records 1 – 5 of 5 total matches.

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Technical University of Lisbon

1. Barros, Gilson Lopes Barbosa. Problemas de consumo e investimento em mercados financeiros.

Degree: 2014, Technical University of Lisbon

Mestrado em Matemática Financeira

Um agente económico pretende decidir de que forma alocar a sua riqueza no que diz respeito ao seu nível de consumo… (more)

Subjects/Keywords: Controlo óptimo estocástico; consumo-investimento óptimo; programação dinâmica; volatilidade estocástica; Stochastic optimal control; optimal consumption-investment; dynamic programming; stochastic volatility

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APA (6th Edition):

Barros, G. L. B. (2014). Problemas de consumo e investimento em mercados financeiros. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Barros, Gilson Lopes Barbosa. “Problemas de consumo e investimento em mercados financeiros.” 2014. Thesis, Technical University of Lisbon. Accessed October 29, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Barros, Gilson Lopes Barbosa. “Problemas de consumo e investimento em mercados financeiros.” 2014. Web. 29 Oct 2020.

Vancouver:

Barros GLB. Problemas de consumo e investimento em mercados financeiros. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2020 Oct 29]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Barros GLB. Problemas de consumo e investimento em mercados financeiros. [Thesis]. Technical University of Lisbon; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7413

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Alberta

2. Zou, Bin. Stochastic Control in Optimal Insurance and Investment with Regime Switching.

Degree: PhD, Department of Mathematical and Statistical Sciences, 2014, University of Alberta

 Motivated by the financial crisis of 2007-2009 and the increasing demand for portfolio and risk management, we study optimal insurance and investment problems with regime… (more)

Subjects/Keywords: Economic Analysis; Stochastic Control; Financial Crisis; Risk Management; Optimal Insurance; Hamilton-Jacobi-Bellman equations; Optimal Consumption and Investment; Regime Switching

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APA (6th Edition):

Zou, B. (2014). Stochastic Control in Optimal Insurance and Investment with Regime Switching. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/0v838297v

Chicago Manual of Style (16th Edition):

Zou, Bin. “Stochastic Control in Optimal Insurance and Investment with Regime Switching.” 2014. Doctoral Dissertation, University of Alberta. Accessed October 29, 2020. https://era.library.ualberta.ca/files/0v838297v.

MLA Handbook (7th Edition):

Zou, Bin. “Stochastic Control in Optimal Insurance and Investment with Regime Switching.” 2014. Web. 29 Oct 2020.

Vancouver:

Zou B. Stochastic Control in Optimal Insurance and Investment with Regime Switching. [Internet] [Doctoral dissertation]. University of Alberta; 2014. [cited 2020 Oct 29]. Available from: https://era.library.ualberta.ca/files/0v838297v.

Council of Science Editors:

Zou B. Stochastic Control in Optimal Insurance and Investment with Regime Switching. [Doctoral Dissertation]. University of Alberta; 2014. Available from: https://era.library.ualberta.ca/files/0v838297v

3. Albosaily, Sahar. Stratégies optimales d'investissement et de consommation pour des marchés financiers de type"spread" : Optimal investment and consumption strategies for spread financial markets.

Degree: Docteur es, Mathematiques, 2018, Normandie

Dans cette thèse, on étudie le problème de la consommation et de l’investissement pour le marché financier de "spread" (différence entre deux actifs) défini par… (more)

Subjects/Keywords: Marché financier de "spread"; Processes d'Ornstein-Uhlenbeck; Problème optimal d'investissement et de consommation; Contrôle stochastique; Programmation dynamique; Equation de Hamilton-Jacobi-Bellman; Application de Feynman-Kac; Schémas numériques; Financial spread markets; Ornstein-Uhlenbeck processes; Optimal consumption/investment problem; Stochastic control; Dynamic programming; Hamilton-Jacobi-Bellman equation; Feynman-Kac mapping; Numerical schemes; 519

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Albosaily, S. (2018). Stratégies optimales d'investissement et de consommation pour des marchés financiers de type"spread" : Optimal investment and consumption strategies for spread financial markets. (Doctoral Dissertation). Normandie. Retrieved from http://www.theses.fr/2018NORMR099

Chicago Manual of Style (16th Edition):

Albosaily, Sahar. “Stratégies optimales d'investissement et de consommation pour des marchés financiers de type"spread" : Optimal investment and consumption strategies for spread financial markets.” 2018. Doctoral Dissertation, Normandie. Accessed October 29, 2020. http://www.theses.fr/2018NORMR099.

MLA Handbook (7th Edition):

Albosaily, Sahar. “Stratégies optimales d'investissement et de consommation pour des marchés financiers de type"spread" : Optimal investment and consumption strategies for spread financial markets.” 2018. Web. 29 Oct 2020.

Vancouver:

Albosaily S. Stratégies optimales d'investissement et de consommation pour des marchés financiers de type"spread" : Optimal investment and consumption strategies for spread financial markets. [Internet] [Doctoral dissertation]. Normandie; 2018. [cited 2020 Oct 29]. Available from: http://www.theses.fr/2018NORMR099.

Council of Science Editors:

Albosaily S. Stratégies optimales d'investissement et de consommation pour des marchés financiers de type"spread" : Optimal investment and consumption strategies for spread financial markets. [Doctoral Dissertation]. Normandie; 2018. Available from: http://www.theses.fr/2018NORMR099

4. Tran, Quoc-Tran. Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction.

Degree: Docteur es, Mathématiques et informatique appliquées aux sciences sociales (miass), 2014, Paris 9

Cette thèse traite plusieurs problèmes qui se posent pour les marchés financiers avec coûts de transaction et se compose de quatre parties.On commence, dans la… (more)

Subjects/Keywords: Coûts de transaction; Couverture approximative; Sur-réplication; Consommation-investissement optimale; Maximisation de l’utilité; Contrainte de risque; Transactionc costs; Approximate hedging; Super-replication; Non arbitrage pricing theory; Optimal consumption-investment; Utility maximization; Expected loss constraint.; 519

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tran, Q. (2014). Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction. (Doctoral Dissertation). Paris 9. Retrieved from http://www.theses.fr/2014PA090036

Chicago Manual of Style (16th Edition):

Tran, Quoc-Tran. “Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction.” 2014. Doctoral Dissertation, Paris 9. Accessed October 29, 2020. http://www.theses.fr/2014PA090036.

MLA Handbook (7th Edition):

Tran, Quoc-Tran. “Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction.” 2014. Web. 29 Oct 2020.

Vancouver:

Tran Q. Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction. [Internet] [Doctoral dissertation]. Paris 9; 2014. [cited 2020 Oct 29]. Available from: http://www.theses.fr/2014PA090036.

Council of Science Editors:

Tran Q. Some contributions to financial market modelling with transaction costs : Quelques contributions à la modélisation des marchés financiers avec coûts de transaction. [Doctoral Dissertation]. Paris 9; 2014. Available from: http://www.theses.fr/2014PA090036


University of Exeter

5. Shahin, Mahmoud. Three essays on bank profitability, fragility, and lending.

Degree: PhD, 2015, University of Exeter

 We present three chapters on theoretical issues of banking. These deal with bank runs, risk sharing, lending and profitability. In the first chapter, we examine… (more)

Subjects/Keywords: 330; Agency problem; Deposit contract; Bank profit; Bonus incentive scheme; Bank runs; Portfolio selection; Riskless assets; Risk sharing; Optimal investment and consumption; Liquidity needs and Liquidation; Loan contracts; Information Structure; Liquidation and Renegotiation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Shahin, M. (2015). Three essays on bank profitability, fragility, and lending. (Doctoral Dissertation). University of Exeter. Retrieved from http://hdl.handle.net/10871/18675

Chicago Manual of Style (16th Edition):

Shahin, Mahmoud. “Three essays on bank profitability, fragility, and lending.” 2015. Doctoral Dissertation, University of Exeter. Accessed October 29, 2020. http://hdl.handle.net/10871/18675.

MLA Handbook (7th Edition):

Shahin, Mahmoud. “Three essays on bank profitability, fragility, and lending.” 2015. Web. 29 Oct 2020.

Vancouver:

Shahin M. Three essays on bank profitability, fragility, and lending. [Internet] [Doctoral dissertation]. University of Exeter; 2015. [cited 2020 Oct 29]. Available from: http://hdl.handle.net/10871/18675.

Council of Science Editors:

Shahin M. Three essays on bank profitability, fragility, and lending. [Doctoral Dissertation]. University of Exeter; 2015. Available from: http://hdl.handle.net/10871/18675

.