Optimal investment and consumption when allowing terminal debt (Q1698925): Difference between revisions

@@ Property / author @@
-Michel H. Vellekoop
@@ Property / author: Michel H. Vellekoop / rank @@
-Normal rank
@@ Property / author @@
+Michel H. Vellekoop
@@ Property / author: Michel H. Vellekoop / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3121269786
@@ Property / OpenAlex ID: W3121269786 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic preferences for popular investment strategies in pension funds
+Normal rank
@@ Property / cites work @@
+Stochastic Interest Rates and the Bond-Stock Mix
@@ Property / cites work: Stochastic Interest Rates and the Bond-Stock Mix / rank @@
+Normal rank
@@ Property / cites work @@
+On the Concavity of the Consumption Function
@@ Property / cites work: On the Concavity of the Consumption Function / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling non-monotone risk aversion using SAHARA utility functions
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Q4218383
@@ Property / cites work: Q4218383 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Lifetime consumption and investment: retirement and constrained borrowing
+Normal rank
@@ Property / cites work @@
+Horizon length and portfolio risk
@@ Property / cites work: Horizon length and portfolio risk / rank @@
+Normal rank
@@ Property / cites work @@
+Labor income, borrowing constraints, and equilibrium asset prices
+Normal rank
@@ Property / cites work @@
+Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+PORTFOLIO CHOICE VIA QUANTILES
@@ Property / cites work: PORTFOLIO CHOICE VIA QUANTILES / rank @@
+Normal rank
@@ Property / cites work @@
+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+An index of loss aversion
@@ Property / cites work: An index of loss aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Contingent claim valuation in a market with different interest rates
+Normal rank
@@ Property / cites work @@
+On Worst-Case Portfolio Optimization
@@ Property / cites work: On Worst-Case Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Housing, Consumption, and Investment Decisions over the Life Cycle
+Normal rank
@@ Property / cites work @@
+Consumption and portfolio rules for time-inconsistent investors
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
+Normal rank
@@ Property / cites work @@
+Q4429138
@@ Property / cites work: Q4429138 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2782366
@@ Property / cites work: Q2782366 / rank @@
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+Portfolio choice under dynamic investment performance criteria
+Normal rank
@@ Property / cites work @@
+Portfolio Choice under Space-Time Monotone Performance Criteria
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1698925