1. Numerical methods for optimal insurance demand under marked point processes shocks. (2010). Mnif, Mohamed.
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1. A portfolio choice problem under risk capacity constraint. (2022). Zhu, Zimu ; Tian, Weidong.
   In: Annals of Finance.
   RePEc:kap:annfin:v:18:y:2022:i:3:d:10.1007_s10436-021-00404-5.

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2. Near-optimal asset allocation in financial markets with trading constraints. (2022). Pelsser, Antoon ; Kamma, Thijs.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:297:y:2022:i:2:p:766-781.

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3. Optimal investment with time-varying stochastic endowments. (2022). Stelzer, Robert ; Mereu, Carla ; Chen, AN.
   In: Papers.
   RePEc:arx:papers:1406.6245.

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4. Portfolio selection with drawdown constraint on consumption: a generalization model. (2021). Park, Kyunghyun ; Jeon, Junkee.
   In: Mathematical Methods of Operations Research.
   RePEc:spr:mathme:v:93:y:2021:i:2:d:10.1007_s00186-020-00734-6.

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5. Duality for optimal consumption with randomly terminating income. (2021). Monoyios, Michael ; Zheng, Harry ; Davey, Ashley.
   In: Papers.
   RePEc:arx:papers:2011.00732.

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6. Expected Utility Maximization Problem Under State Constraints and Model Uncertainty. (2019). Faidi, Wahid ; Mnif, Mohamed ; Mezghanni, Hanen.
   In: Journal of Optimization Theory and Applications.
   RePEc:spr:joptap:v:183:y:2019:i:3:d:10.1007_s10957-019-01583-y.

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7. A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates. (2019). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid.
   In: Computational Economics.
   RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9742-0.

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8. Portfolio selection with consumption ratcheting. (2018). Shin, Yong Hyun ; Jeon, Junkee ; Koo, Hyeng Keun.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:92:y:2018:i:c:p:153-182.

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9. Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. (2017). Li, Zhongfei ; Chen, Zheng ; Zeng, Yan ; Sun, Jingyun.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:75:y:2017:i:c:p:137-150.

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10. Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds. (2017). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:228-247.

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11. Asset pricing with arbitrage activity. (2015). Hugonnier, Julien ; Prieto, Rodolfo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:2:p:411-428.

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12. Optimal portfolio choice and consistent performance. (2014). Chen, Xianzhe ; Tian, Weidong.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:37:y:2014:i:2:p:453-474.

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13. Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios. (2014). Ruffino, Doriana.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-295.

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14. Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation. (2014). Prigent, Jean-Luc ; MKAOUAR, Farid ; Mkouar, Farid .
    In: Working Papers.
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15. Optimal Consumption and Investment with Labor Income and European/American Capital Guarantee. (2014). Kronborg, Morten Tolver.
    In: Risks.
    RePEc:gam:jrisks:v:2:y:2014:i:2:p:171-194:d:36188.

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16. Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios. (2013). Yang, Chunyu ; Tompaidis, Stathis ; Roche, Herve.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:775-796.

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17. Fair demographic risk sharing in defined contribution pension systems. (2012). Grasselli, Martino ; Gabay, Daniel .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:4:p:657-669.

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18. Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369.

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19. A closed-form solution for the continuous-time consumption model with endogenous labor income. (2010). Zhang, Aihua.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:33:y:2010:i:2:p:149-167.

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20. Optimal insurance demand under marked point processes shocks: a dynamic programming duality approach. (2010). Mnif, Mohamed.
    In: Papers.
    RePEc:arx:papers:1008.5058.

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21. Standardized versus customized portfolio: a compensating variation approach. (2009). Prigent, Jean-Luc ; Palma, Andre.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:165:y:2009:i:1:p:161-185:10.1007/s10479-008-0447-6.

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22. Prise en compte de lattitude face au risque dans le cadre de la directive MiFID. (2009). Prigent, Jean-Luc ; Picard, Nathalie ; de Palma, André.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00418892.

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23. Life-Cycle Finance and the Design of Pension Plans. (2009). Rindisbacher, Marcel ; Detemple, Jerome ; Bodie, Zvi ; Jérôme Detemple, .
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:1:y:2009:p:249-286.

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24. The theory of life-cycle saving and investing. (2007). Willen, Paul ; Treussard, Jonathan ; Bodie, Zvi.
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:07-3.

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25. Saving and investing for early retirement: A theoretical analysis. (2007). Panageas, Stavros.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:83:y:2007:i:1:p:87-121.

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26. A computational scheme for the optimal strategy in an incomplete market. (2007). Meng, XU ; Sullivan, Michael G. ; Keppo, Jussi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:11:p:3591-3613.

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27. The fundamental theorem of asset pricing under proportional transaction costs. (2007). Roux, Alet.
    In: Papers.
    RePEc:arx:papers:0710.2758.

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28. Optimal consumption from investment and random endowment in incomplete semimartingale markets. (2007). Karatzas, Ioannis ; Zitkovic, Gordan.
    In: Papers.
    RePEc:arx:papers:0706.0051.

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29. Illiquid Assets and Optimal Portfolio Choice. (2006). Tebaldi, Claudio ; Schwartz, Eduardo S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12633.

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30. Collateralized Borrowing and Life-Cycle Portfolio Choice. (2006). Willen, Paul ; Kubler, Felix.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12309.

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31. Collateralized borrowing and life-cycle portfolio choice. (2006). Willen, Paul ; Kubler, Felix.
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:06-4.

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32. A Quantitative Model of Sudden Stops and External Liquidity Management. (2005). Panageas, Stavros ; Caballero, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11293.

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33. Optimal portfolio management with American capital guarantee. (2005). Lacoste, Vincent ; el Karoui, Nicole ; Jeanblanc, Monique.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:3:p:449-468.

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34. A Habit-Based Explanation of the Exchange Rate Risk Premium. (2005). Verdelhan, Adrien.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-032.

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35. Optimal pension management in a stochastic framework. (2004). Menoncin, Francesco ; Battocchio, Paolo .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:34:y:2004:i:1:p:79-95.

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36. Optimal consumption-portfolio choices and retirement planning. (2004). Detemple, Jerome ; Bodie, Zvi ; Otruba, Susanne ; Walter, Stephan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:6:p:1115-1148.

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37. Optimal design of the guarantee for defined contribution funds. (2004). Koehl, Pierre-Francois ; Grasselli, Martino ; Deelstra, Griselda.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:11:p:2239-2260.

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38. Consumption, Portfolio Policies and Dynamic Equilibrium in the Presence of Preference for Ownership. (2004). Ehling, Paul.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:311.

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39. Illiquid Assets and Optimal Portfolio Choice. (2004). Tebaldi, Claudio ; Schwartz, Eduardo S.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt7q65t12x.

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40. Investment Optimization under Constraints. (2003). Nguyen-Thanh, Long.
    In: Finance.
    RePEc:wpa:wuwpfi:0301005.

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41. Mortality Risk and Real Optimal Asset Allocation for Pension Funds. (2003). Scaillet, Olivier ; Menoncin, Francesco.
    In: FAME Research Paper Series.
    RePEc:fam:rpseri:rp101.

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42. Optimal investment strategies in the presence of a minimum guarantee. (2003). Koehl, Pierre-Francois ; Grasselli, Martino ; Deelstra, Griselda.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:33:y:2003:i:1:p:189-207.

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43. Consumption and Investment Optimization under Constraints. (2002). Nguyen-Thanh, Long.
    In: Finance.
    RePEc:wpa:wuwpfi:0211004.

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44. Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan. (2002). Battocchio, Paolo .
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:2002005.

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45. Arbitrage and Control Problems in Finance. Presentation.. (2001). Jouini, Elyès.
    In: Post-Print.
    RePEc:hal:journl:halshs-00167152.

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46. Stochastic optimization under constraints. (2001). Mnif, Mohammed ; Pham, Huyen.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:93:y:2001:i:1:p:149-180.

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47. Arbitrage and control problems in finance: A presentation. (2001). Jouini, Elyès.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:35:y:2001:i:2:p:167-183.

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48. Arbitrage and control problems in finance: A presentation. (2001). Jouini, Elyes.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5590.

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49. Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (2000). Yang, Yunhong.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:33:y:2000:i:2:p:135-153.

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50. Valuation and martingale properties of shadow prices: An exposition. (2000). Foldes, Lucien.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:11-12:p:1641-1701.

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