Finite horizon portfolio selection with durable goods (Q2236188): Difference between revisions

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-.1016/j.mathsocsci.2021.03.016
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+Non-time additive utility optimization -- the case of certainty
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+Optimal consumption choice with intertemporal substitution
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+A connection between singular stochastic control and optimal stopping
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
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+Controlled Markov processes and viscosity solutions
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+Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
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+Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
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+Optimal Consumption and Portfolio Rules with Durability and Local Substitution
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+Portfolio selection with consumption ratcheting
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+Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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+Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
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+SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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+Higher Order Risk Attitudes, Demographics, and Financial Decisions
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+Applied stochastic control of jump diffusions.
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+Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay
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+Ratchet consumption over finite and infinite planning horizons
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+Optimal Consumption and Portfolio Selection with Early Retirement Option
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@@ Property / DOI @@
+.1016/J.MATHSOCSCI.2021.03.016
@@ Property / DOI: 10.1016/J.MATHSOCSCI.2021.03.016 / rank @@
+Normal rank