Pages that link to "Item:Q5071493"
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The following pages link to Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493):
Displaying 8 items.
- Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
- Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← 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)
- Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)
- A mean field game approach to equilibrium consumption under external habit formation (Q6635671) (← links)
- A greedy algorithm for habit formation under multiplicative utility (Q6644184) (← links)
