Cited in
(14)- Minimal Hellinger martingale measures of order \(q\)
- Non-addictive habits: optimal consumption-portfolio policies.
- Explicit characterizations of financial prices with history-dependent utility
- Consumption and saving with habit formation and durability.
- Loss aversion, habit formation and the term structures of equity and interest rates
- Additive habit formation: consumption in incomplete markets with random endowments
- Optimal DB-PAYGO pension management towards a habitual contribution rate
- Endogenous growth with addictive habits
- Stochastic endogenous time preference
- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
- Intertemporal asset pricing and the marginal utility of wealth
- Consumption-investment decisions with endogenous reference point and drawdown constraint
- Dynamic optimal adjustment policies of hybrid pension plans under habitual persistence
- Aggregate stock market behavior and investors' low risk aversion
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