Asset pricing with a forward--backward stochastic differential utility (Q5941377): Difference between revisions

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+MaRDI publication profile
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+Backward-forward stochastic differential equations
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+Asset pricing with a forward--backward stochastic differential utility
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+Disappointment in Decision Making Under Uncertainty
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Asset Prices in an Exchange Economy with Habit Formation
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+Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup>
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+Disappointment and Dynamic Consistency in Choice under Uncertainty
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+Publication:5941377