Consumption-portfolio choice with preferences for cash
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Cites work
- scientific article; zbMATH DE number 1869272 (Why is no real title available?)
- Money and Growth: The Case of Long Run Perfect Foresight
- Optimal consumption and investment with Epstein-Zin recursive utility
- Optimum consumption and portfolio rules in a continuous-time model
- Stochastic Differential Utility
- Stochastic differential utility as the continuous-time limit of recursive utility
Cited in
(8)- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility
- Demand for cash with intra-period endogenous consumption
- Macroeconomic environment, money demand and portfolio choice
- Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model
- Moving costs, nondurable consumption and portfolio choice
- Real options for an entrepreneur with preferences for liquidity
- Asset prices with investor protection and past information
- Optimal investment, consumption, and work effort choice with Cobb-Douglas utility and preferences for cash
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