Pages that link to "Item:Q3352793"

The following pages link to Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (Q3352793):

Displaying 44 items.

• Optimal investment policy with fixed adjustment costs and complete irreversibility (Q485719) (← links)
• Intertemporal asset pricing and the marginal utility of wealth (Q553533) (← links)
• Portfolio choice under transitory price impact (Q609848) (← links)
• Time-varying (S, s) band models: properties and interpretation (Q621286) (← links)
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
• A generalized impulse control model of cash management (Q951514) (← links)
• Optimal investment with lumpy costs (Q956428) (← links)
• Portfolio choice and pricing in illiquid markets (Q1007320) (← links)
• A simplified treatment of the theory of optimal regulation of Brownian motion (Q1177284) (← links)
• Super contact and related optimality conditions (Q1177286) (← links)
• Relaxing the cash-in-advance constraint at a fixed cost. Are simple trigger-target portfolio rules optimal? (Q1195774) (← links)
• Variations in risk and fluctuations in demand: A theoretical model (Q1350475) (← links)
• An algorithm for evaluating the number of controls in trigger--target models (Q1351918) (← links)
• Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• The demand for risky assets: Sample selection and household portfolios (Q1580342) (← links)
• Optimal consumption of a divisible durable good (Q1606182) (← links)
• Optimal asset allocation with fixed-term securities (Q1656778) (← links)
• Liquidity shocks and equilibrium liquidity premia. (Q1810698) (← links)
• Constrained labor supply and risk-aversion (Q1934919) (← links)
• Structural estimation of stock market participation costs (Q1994211) (← links)
• Life cycle asset allocation in the presence of housing and tax-deferred investing (Q1994243) (← links)
• Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
• Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
• Investment flexibility as a barrier to entry (Q2191517) (← links)
• Finite horizon portfolio selection with durable goods (Q2236188) (← links)
• Trading in the housing market: a model with transaction costs (Q2243519) (← links)
• Optimal acquisition of a partially hedgeable house (Q2342736) (← links)
• Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
• Insider trading and the short-swing profit rule (Q2397646) (← links)
• Housing and relative risk aversion (Q2453007) (← links)
• Equilibrium in a durable goods market with lumpy adjustment (Q2496232) (← links)
• Moving costs, nondurable consumption and portfolio choice (Q2653924) (← links)
• A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
• A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)
• Lie Group Analysis of Nonlinear Black-Scholes Models (Q4626496) (← links)
• Liquidity premium in the presence of stock market crises and background risk (Q4682995) (← links)
• A class of solvable singular stochastic control problems (Q4700350) (← links)
• Optimal asset allocation with restrictions on liquidity (Q5097432) (← links)
• Arbitrage and viability in securities markets with fixed trading costs (Q5939295) (← links)
• (Q6091007) (← links)
• Adaptive risk assessments (Q6100488) (← links)
• Dynamic spending and portfolio decisions with a soft social norm (Q6111434) (← links)
• Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio (Q6179929) (← links)