Pages that link to "Item:Q673262"
From MaRDI portal
The following pages link to Optimal consumption and portfolio rules with durability and habit formation (Q673262):
Displaying 7 items.
- Numerical analysis of a free-boundary singular control problem in financial economics (Q673248) (← links)
- Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
- Explicit characterizations of financial prices with history-dependent utility (Q1602940) (← links)
- Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
- Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
- ON SUNSPOTS, HABITS, AND MONETARY FACTS (Q5444681) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)