Optimal consumption choice with intertemporal substitution (Q1872451): Difference between revisions

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+A variational problem arising in economics
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+Non-time additive utility optimization -- the case of certainty
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+Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
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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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+Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
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+Optional decompositions under constraints
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+Optimal Consumption and Portfolio Rules with Durability and Local Substitution
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+On intertemporal preferences in continuous time. The case of certainty
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+Calcul stochastique et problèmes de martingales
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+Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
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+Hedging and liquidation under transaction costs in currency markets
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Optimum consumption and portfolio rules in a continuous-time model
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