Pages that link to "Item:Q2013576"
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The following pages link to Optimal consumption under habit formation in markets with transaction costs and random endowments (Q2013576):
Displaying 15 items.
- Optimal consumption dynamics with non-concave habit-forming utility (Q1327890) (← links)
- Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689) (← links)
- Optimal consumption with reference to past spending maximum (Q2120541) (← links)
- Utility maximization problem with transaction costs: optimal dual processes and stability (Q2232781) (← links)
- Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
- Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
- Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
- Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs (Q3557933) (← links)
- Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application (Q4989143) (← links)
- Optimal entry and consumption under habit formation (Q5084791) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)
- Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)
- A mean field game approach to equilibrium consumption under external habit formation (Q6635671) (← links)
- A greedy algorithm for habit formation under multiplicative utility (Q6644184) (← links)
