Non-addictive habits: optimal consumption-portfolio policies. (Q1421889): Difference between revisions

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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A variational problem arising in financial economics
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+Asset and commodity prices with multi-attribute durable goods
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+Asset Prices in an Exchange Economy with Habit Formation
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+Continuous-time security pricing. A utility gradient approach
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+The Interaction Between Time-Nonseparable Preferences and Time Aggregation
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Optimal Growth with Intertemporally Dependent Preferences
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+Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup>
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