Pages that link to "Item:Q4345934"

The following pages link to Optimal Consumption‐Portfolio Policies With Habit Formation¹ (Q4345934):

Displaying 22 items.

• Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs (Q816360) (← links)
• Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
• Optimal consumption-portfolio choices and retirement planning (Q951521) (← links)
• Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
• Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
• Utility maximization with habit formation of interaction (Q1983703) (← links)
• Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617) (← links)
• Optimal consumption with reference to past spending maximum (Q2120541) (← links)
• Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) (← links)
• A regular equilibrium solves the extended HJB system (Q2294352) (← links)
• Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
• Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
• Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
• Optimal asset allocation, consumption and retirement time with the variation in habitual persistence (Q2670116) (← links)
• Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
• BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313) (← links)
• Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
• Optimal entry and consumption under habit formation (Q5084791) (← links)
• Consumption-investment decisions with endogenous reference point and drawdown constraint (Q6113174) (← links)
• Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case (Q6159082) (← links)
• Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)
• Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)