Pages that link to "Item:Q2654415"
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The following pages link to Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415):
Displayed 10 items.
- Optimal consumption and investment under time-varying relative risk aversion (Q633319) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (Q1655733) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Optimal retirement planning under partial information (Q2291758) (← links)
- Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)
- Consumption habits and humps (Q2403450) (← links)
- ON THE SHAPE OF RISK AVERSION AND ASSET ALLOCATION (Q2939926) (← links)
- Optimal retirement time under habit persistence: what makes individuals retire early? (Q4585945) (← links)