Pages that link to "Item:Q2654415"
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The following pages link to Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415):
Displayed 27 items.
- Optimal consumption and investment under time-varying relative risk aversion (Q633319) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (Q1655733) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Utility maximization with habit formation of interaction (Q1983703) (← links)
- Optimal consumption with reference to past spending maximum (Q2120541) (← links)
- Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
- Annuity and insurance choice under habit formation (Q2155851) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Optimal retirement planning under partial information (Q2291758) (← links)
- Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)
- Consumption habits and humps (Q2403450) (← links)
- Editorial to the special issue on behavioral insurance: mathematics and economics (Q2665836) (← links)
- Demand for non-life insurance under habit formation (Q2665839) (← links)
- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence (Q2670116) (← links)
- Optimal portfolio selection with life insurance under subjective survival belief and habit formation (Q2691266) (← links)
- ON THE SHAPE OF RISK AVERSION AND ASSET ALLOCATION (Q2939926) (← links)
- Optimal retirement time under habit persistence: what makes individuals retire early? (Q4585945) (← links)
- Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) (← links)
- Optimal entry and consumption under habit formation (Q5084791) (← links)
- QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND (Q5157765) (← links)
- Solving life-cycle problems with biometric risk by artificial insurance markets (Q5865316) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Optimal annuitization and asset allocation under linear habit formation (Q6152714) (← links)
- Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case (Q6159082) (← links)
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)