Pages that link to "Item:Q2440421"
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The following pages link to A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption (Q2440421):
Displaying 8 items.
- Optimal consumption choice with intolerance for declining standard of living (Q1030171) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
- Ratcheting with a bliss level of consumption (Q2329672) (← links)
- Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living (Q4840275) (← links)
- Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (Q6187488) (← links)
- Dynamic asset allocation and consumption ratcheting with costs (Q6569186) (← links)