Optimal consumption and portfolio rules with durability and habit formation
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Recommendations
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Cites work
- scientific article; zbMATH DE number 3720745 (Why is no real title available?)
- scientific article; zbMATH DE number 3778410 (Why is no real title available?)
- scientific article; zbMATH DE number 53255 (Why is no real title available?)
- scientific article; zbMATH DE number 53999 (Why is no real title available?)
- A time series analysis of representative agent models of consumption and leisure choice under uncertainty
- An Intertemporal General Equilibrium Model of Asset Prices
- Asset Prices in an Exchange Economy with Habit Formation
- Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
- Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters
- Numerical Methods for Stochastic Singular Control Problems
- Numerical analysis of a free-boundary singular control problem in financial economics
- On intertemporal preferences in continuous time. The case of certainty
- Optimal Consumption and Portfolio Rules with Durability and Local Substitution
- Optimal Growth with Intertemporally Dependent Preferences
- Optimum consumption and portfolio rules in a continuous-time model
- Probability methods for approximations in stochastic control and for elliptic equations
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
- The Interaction Between Time-Nonseparable Preferences and Time Aggregation
- Viscosity Solutions of Hamilton-Jacobi Equations
Cited in
(17)- Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
- Optimal consumption of a divisible durable good
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis
- Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
- Moving costs, nondurable consumption and portfolio choice
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
- scientific article; zbMATH DE number 2233610 (Why is no real title available?)
- ON SUNSPOTS, HABITS, AND MONETARY FACTS
- Intertemporal preference with loss aversion: consumption and risk-attitude
- Finite horizon portfolio selection with durable goods
- Numerical analysis of a free-boundary singular control problem in financial economics
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach
- Dynamic spending and portfolio decisions with a soft social norm
- Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.
- Explicit characterizations of financial prices with history-dependent utility
- Consumption and saving with habit formation and durability.
- Non-addictive habits: optimal consumption-portfolio policies.
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