Portfolio selection with consumption ratcheting (Q1657613): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2018.05.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2810345514
@@ Property / OpenAlex ID: W2810345514 / rank @@
+Normal rank
@@ Property / cites work @@
+A SURVEY ON AMERICAN OPTIONS: OLD APPROACHES AND NEW TRENDS
+Normal rank
@@ Property / cites work @@
+Optimal consumption choice with intertemporal substitution
+Normal rank
@@ Property / cites work @@
+Prospect Theory and Asset Prices
@@ Property / cites work: Prospect Theory and Asset Prices / rank @@
+Normal rank
@@ Property / cites work @@
+A comparative study of portfolio insurance.
@@ Property / cites work: A comparative study of portfolio insurance. / rank @@
+Normal rank
@@ Property / cites work @@
+A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
+Normal rank
@@ Property / cites work @@
+Myopic Loss Aversion and the Equity Premium Puzzle
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
+Normal rank
@@ Property / cites work @@
+OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Q5200620
@@ Property / cites work: Q5200620 / rank @@
+Normal rank
@@ Property / cites work @@
+Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
+Normal rank
@@ Property / cites work @@
+Optimization of consumption with labor income
@@ Property / cites work: Optimization of consumption with labor income / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization under loss aversion
@@ Property / cites work: Portfolio optimization under loss aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing and borrowing constraints in a continuous-time model with limited commitment
+Normal rank
@@ Property / cites work @@
+Q3997769
@@ Property / cites work: Q3997769 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
+Normal rank
@@ Property / cites work @@
+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / 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 @@
+Prospect Theory: An Analysis of Decision under Risk
+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 @@
+A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption
+Normal rank
@@ Property / cites work @@
+Q5566063
@@ Property / cites work: Q5566063 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+A duality approach to continuous-time contracting problems with limited commitment
+Normal rank
@@ Property / cites work @@
+Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
+Normal rank
@@ Property / cites work @@
+The pricing of the American option
@@ Property / cites work: The pricing of the American option / rank @@
+Normal rank
@@ Property / cites work @@
+Higher Order Risk Attitudes, Demographics, and Financial Decisions
+Normal rank
@@ Property / cites work @@
+ON THE AMERICAN OPTION PROBLEM
@@ Property / cites work: ON THE AMERICAN OPTION PROBLEM / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption choice with intolerance for declining standard of living
+Normal rank
@@ Property / cites work @@
+On irreversible investment
@@ Property / cites work: On irreversible investment / rank @@
+Normal rank
@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
+Normal rank
@@ Property / cites work @@
+A free boundary problem related to singular stochastic control: the parabolic case
+Normal rank
@@ Property / cites work @@
+Ratchet consumption over finite and infinite planning horizons
+Normal rank
@@ Property / Wikidata QID @@
+Q129610284
@@ Property / Wikidata QID: Q129610284 / rank @@
+Normal rank