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On the Optimal Portfolio Policy for the Unemployment Insurance Funds in Chile

https://doi.org/10.2139/ssrn.1405462
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Malliavin Calculus in finance
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Standardized versus customized portfolio: a compensating variation approach
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Optimum consumption and portfolio rules in a continuous-time model
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Optimal consumption and portfolio policies when asset prices follow a diffusion process
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A variational problem arising in financial economics
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Intertemporal asset allocation: A comparison of methods
inferredcites →https://doi.org/10.1080/17442509108833682openalex-extracted
A generalized clark representation formula, with application to optimal portfolios
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
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Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
inferredcites →https://doi.org/10.1093/rfs/hhg003openalex-extracted
Dynamic Equilibrium with Liquidity Constraints
inferredcites →https://doi.org/10.1111/j.1540-6261.1952.tb01525.xopenalex-extracted
PORTFOLIO SELECTION*
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00637.xopenalex-extracted
Option‐Implied Risk Aversion Estimates
inferredcites →https://doi.org/10.1137/0325086openalex-extracted
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
inferredcites →https://doi.org/10.1287/mnsc.1050.0398openalex-extracted
Asymptotic Properties of Monte Carlo Estimators of Derivatives
inferredcites →https://doi.org/10.2139/ssrn.989570openalex-extracted
Portfolio Choice and Benchmarking: The Case of the Unemployment Insurance Fund in Chile
inferredcites →https://doi.org/10.2307/1926560openalex-extracted
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
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The Economics of Risk and Time
inferredcites →https://doi.org/10.1111/1540-6261.00529openalex-snapshot
A Monte Carlo Method for Optimal Portfolios
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