Additive habit formation: consumption in incomplete markets with random endowments
DOI10.1007/S11579-011-0049-YzbMath1282.91180arXiv1106.2980OpenAlexW2131475871MaRDI QIDQ1935726
Publication date: 19 February 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.2980
Martingales with discrete parameter (60G42) General second-order stochastic processes (60G12) Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Signal detection and filtering (aspects of stochastic processes) (60G35) Consumer behavior, demand theory (91B42) Portfolio theory (91G10)
Related Items (4)
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