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	Portfolio optimization with a prescribed terminal wealth distribution Journal article Quantitative Finance,2022, volume: 22, issue: 2, pages: 333-347 Authors: Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei Favorite \| View/Download：7/0 \| Submit date：2022/08/29 Fokker–Planck HJB Optimal mass transport Portfolio allocation Wealth distribution target
	Optimal strategies for asset allocation and consumption under stochastic volatility Journal article Applied Mathematics Letters,2016, volume: 58, pages: 69-73 Authors: Zhang, Qiang; Ge, Lei Favorite \| View/Download：12/0 \| Submit date：2021/05/13 Consumption Optimal strategies Portfolio selection Stochastic volatility Utility maximization
	Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions Journal article Journal of Real Estate Finance and Economics,2012, volume: 45, issue: 1, pages: 3-29 Authors: Fan, Gang-Zhi; Pu, Ming; Ong, Seow Eng Favorite \| View/Download：4/0 \| Submit date：2025/03/14 Forward transactions House risk Incomplete markets Optimal portfolio Utility maximization
	Stochastic control of SDEs associated with Lévy generators and application to financial optimization Journal article Frontiers of Mathematics in China,2010, volume: 5, issue: 1, pages: 89-102 Authors: Bennett, Jonathan; Wu, Jianglun Favorite \| View/Download：1/0 \| Submit date：2023/05/30 Jump type stochastic differential equation Lévy generators Maximum principle Optimal control Portfolio optimization
	Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process Journal article Annals of Economics and Finance,2000, volume: 1, issue: 1, pages: 101-116 Authors: Favorite \| View/Download：4/0 \| Submit date：2021/05/13 Growth optimal portfolio Jump-Diffusion Lévy process Martingale measure Numeraire port-folio Relative entropy