Pages that link to "Item:Q3989220"

The following pages link to Asset Prices in an Exchange Economy with Habit Formation (Q3989220):

Displaying 50 items.

• Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
• Complete and incomplete financial markets in multi-good economies (Q893422) (← links)
• Optimal consumption-portfolio choices and retirement planning (Q951521) (← links)
• Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
• Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
• Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
• Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales (Q1367868) (← links)
• Portfolio choice with endogenous utility: a large deviations approach. (Q1398986) (← links)
• Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
• Futures market equilibrium with heterogeneity and a spot market at harvest (Q1589561) (← links)
• An existence theorem of intertemporal recursive utility in the presence of Lévy jumps (Q1592523) (← links)
• Explicit characterizations of financial prices with history-dependent utility (Q1602940) (← links)
• Loss aversion, habit formation and the term structures of equity and interest rates (Q1657584) (← links)
• On the diversity of growth patterns with habit formation (Q1787725) (← links)
• Asset pricing with multiplicative habit and power-expo preferences (Q1929843) (← links)
• Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
• Utility maximization with habit formation of interaction (Q1983703) (← links)
• Risk matters: breaking certainty equivalence in linear approximations (Q2054835) (← links)
• The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
• Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689) (← links)
• Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
• Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) (← links)
• Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
• Dynamically complete markets under Brownian motion (Q2230760) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
• Endogenous growth with addictive habits (Q2258848) (← links)
• Optimal acquisition of a partially hedgeable house (Q2342736) (← links)
• Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
• Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
• Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
• Editorial to the special issue on behavioral insurance: mathematics and economics (Q2665836) (← links)
• Demand for non-life insurance under habit formation (Q2665839) (← links)
• Optimal asset allocation, consumption and retirement time with the variation in habitual persistence (Q2670116) (← links)
• Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
• Optimal portfolio selection with life insurance under subjective survival belief and habit formation (Q2691266) (← links)
• BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313) (← links)
• EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS (Q3498240) (← links)
• ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE (Q3502124) (← links)
• Optimal Consumption‐Portfolio Policies With Habit Formation¹ (Q4345934) (← links)
• A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)
• Optimal retirement time under habit persistence: what makes individuals retire early? (Q4585945) (← links)
• Equilibrium implications of interest rate smoothing (Q4991031) (← links)
• Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) (← links)
• Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
• Backward SDEs for control with partial information (Q5743122) (← links)
• An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)
• Asset pricing with a forward--backward stochastic differential utility (Q5941377) (← links)
• Business-cycle consumption risk and asset prices (Q6090595) (← links)
• Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)