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- Paper Optimal consumption and portfolio rules with durability and habit formation 1997-02-28 Paper Consumption-portfolio policies: an inverse optimal problem...10 bytes (17 words) - 17:45, 12 December 2023
- aversion: consumption and risk-attitude 2022-04-08 Paper Optimal finite horizon contract with limited commitment 2022-04-01 Paper Optimal consumption/investment...10 bytes (18 words) - 23:29, 9 December 2023
- pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement 2023-06-02 Paper Optimal consumption and portfolio selection with lower...10 bytes (18 words) - 09:57, 6 October 2023
- behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon 2014-09-18 Paper Optimal consumption...10 bytes (16 words) - 14:15, 11 December 2023
- 1984-01-01 Paper Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy 1983-01-01 Paper A note on optimal switching between...10 bytes (19 words) - 15:12, 7 December 2023
- Paper A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES 2013-11-15 Paper OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR:...10 bytes (18 words) - 19:21, 11 December 2023
- Publication Type Optimal consumption and portfolio selection with lower and upper bounds on consumption 2022-03-16 Paper Optimal consumption/investment and...10 bytes (18 words) - 18:07, 6 October 2023
- Publication Date of Publication Type Optimal Dynamic Trading Strategies with Risk Limits 2009-08-13 Paper Optimal consumption of a divisible durable good 2002-07-29...10 bytes (16 words) - 14:41, 24 September 2023
- Paper Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint 2016-04-01 Paper OPTIMAL CONSUMPTION AND...10 bytes (16 words) - 00:59, 25 September 2023
- Date of Publication Type AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING...10 bytes (18 words) - 19:46, 24 September 2023
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters 2016-12-07 Paper Optimal consumption and investment...10 bytes (16 words) - 13:58, 24 September 2023
- and consumption problem with transaction costs 2019-06-27 Paper Optimal consumption and investment under transaction costs* 2019-05-23 Paper Optimal Consumption...10 bytes (16 words) - 21:59, 24 September 2023
- Date of Publication Type Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility...10 bytes (18 words) - 18:13, 24 September 2023
- portfolio selection 2018-05-31 Paper Optimal consumption-investment with critical wealth level 2016-07-04 Paper OPTIMAL CONSUMPTION/INVESTMENT AND LIFE INSURANCE...10 bytes (16 words) - 06:46, 7 October 2023
- singular control problem in financial economics 1997-02-28 Paper Optimal consumption and portfolio rules with durability and habit formation 1997-02-28...10 bytes (16 words) - 12:04, 7 October 2023
- mean-variance-optimal consumption and investment 2014-04-17 Paper SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK 2014-02-27 Paper Worst-case-optimal dynamic...10 bytes (16 words) - 12:25, 28 January 2024
- 2016-01-15 Paper Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff 2015-02-03 Paper Optimal investment, consumption...10 bytes (17 words) - 12:12, 11 December 2023
- and subsistence consumption constraints 2008-06-24 Paper Optimal consumption and portfolio selection problem with downside consumption constraints 2007-07-10...10 bytes (18 words) - 15:22, 6 October 2023
- strategies to maximize stockholder wealth 2018-10-31 Paper Optimal Investment and Consumption With Two Bonds and Transaction Costs1 1997-08-31 Paper Computation...10 bytes (16 words) - 10:29, 24 September 2023
- programming approach to a consumption/investment and retirement choice problem under borrowing constraints 2017-12-12 Paper Optimal consumption and portfolio selection...10 bytes (18 words) - 19:23, 24 September 2023
