Pages that link to "Item:Q2120541"
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The following pages link to Optimal consumption with reference to past spending maximum (Q2120541):
Displaying 9 items.
- Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
- Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) (← links)
- Consumption-investment decisions with endogenous reference point and drawdown constraint (Q6113174) (← links)
- Optimal consumption and investment with welfare constraints (Q6130334) (← links)
- Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (Q6143573) (← links)
- Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)
- A two-person zero-sum game approach for a retirement decision with borrowing constraints (Q6623044) (← links)
- A mean field game approach to equilibrium consumption under external habit formation (Q6635671) (← links)
- Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets (Q6649938) (← links)